Lecture 18.2: more (projected gradient) steps in constrained optimization
Completion requirements
Generating box-constrained convex Quadratic Programs. MATLAB implementation of the Active-Set method for box-constrained convex Quadratic Programs, its behaviour on instances of different type. The projected gradient method. Specialization for the box-constrained case. MATLAB implementation of the projected gradient method (standard) and for box-constrained convex Quadratic Programs, behaviour on instances of different type.