Harvard AM205 video 4.11 - Penalty methods and linear programming
Channel: Chris Rycroft
Date: 13/12/2020

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video continues the survey of different optimization methods. The first half of the video discusses penalty methods, which allow constrained optimization problems to be converted into unconstrained ones. The second half shows an example of linear programming, an important subfield of optimization.

For more information see the main course website at https://people.math.wisc.edu/~chr/am205