Lecture 18.1: first step in constrained optimization
Aggregazione dei criteri
Constrained optimization algorithms. The linearly constrained quadratic case = (structured) linear algebra (a hint to reduced KKT vs Null Space methods). The Active-set method: general case, convergence properties. Specialization of the Active-Set method to the box-constrained case: what "\mu < 0" becomes, how to exploit all the structure.