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Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video introduces Unit 4 ...

... go over assignments we can go over any problem you may have within this class the course text is nonlinear programming you ...

A tutorial on how to perform a non-linear curve fitting of data-points to any arbitrary function with multiple fitting parameters.

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. Video 4.7 in this series ...

Review of Linear Algebra and Taylor series.

Review of linear algebra and calculus: norms, range space, null space, sequences, convergence of sequences.

Duality Theory I Source: OCW MIT - Massachusetts Institute of Technology More information is available in the playlist details.

Review of dynamic optimization: Maximum principle, dynamic programming and two-stage stochastic programming with recourse.

Necessary and sufficient conditions for optimality in constrained optimization, Projection theorem.

Maximum principle, necessary conditions for optimality for control problems with running cost.

Augmented Lagrangian method and method of multipliers.

Manifold suboptimization method and its relationship to simplex method for linear programming.

Gradient projection method, scaled gradient projection method.

Barrier method for inequality constrained problem.

Gradient descent methods for computing optimal solutions.

Optimization of dynamic system using maximum principle based approach, necessary conditions for optimality of control actions.

Sequential Quadratic Programming.

Affine scaling method for linear programming Note: No audio after 33 mins.

Newton's Method Source: OCW MIT - Massachusetts Institute of Technology More information is available in the playlist details.

Subgradient methods, solving dual optimization using subgradient method, dynamic optimization problem.