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SI152: Numerical Optimization Lecture 14: Quadratic Programming Active-set Method If an optimal active-set A∗ (i.e., a set of inequalities satisfied a 阅读全文
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SI152: Numerical Optimization Lec 12: Gradient Projection and Frank-Wolfe algorithms optimize \(f\) within a feasible set \(Ω\). Convex set constraint 阅读全文
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SI152: Numerical Optimization Lec 3. Linear Programming General form of LP \[\begin{aligned} \min_{x}~ & c^T x \\ \text{s.t. }~ & a_i^T x \geq b_i , i 阅读全文
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SI152: Numerical Optimization Lec 1. Optimization Three elements of an optimization problem: Objective(目标), Variables(变量), Constraints(约束条件). \[\textb 阅读全文
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Chapter 1: An Overview Energy and power Total energy & average power \[\begin{aligned} & E = \int_{t_1}^{t_2} |x(t)|^2 dt \\ & P=\dfrac{E}{t_2-t_1} & 阅读全文