Class 20, C&O 466/666
-
Penalty, Barrier, and Augmented Lagrangian Methods (Chap. 17)
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Quadratic Penalty Method
- pgs 492-500, i.e. description, example,
algorithmic framework, Theorems 17.1 (with proof) and 17.2
(without proof) .
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discussion on ill-conditioning on pg 499 (equations 17.15, 17.16)
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Outline of Logarithmic Barrier Method, Pages 500-513