Harvard AM205 video 4.10 - Sequential quadratic programming
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YouTubeChris Rycroft
Harvard AM205 video 4.10 - Sequential quadratic programming
Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. Video 4.7 in this series showed how to incorporate equality constraints into an optimization problem using Lagrange multipliers. This previous video looked at this from a purely mathematical perspective, but here we see how to numerically perform ...
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