ACM725 Non-Linear Programming

[3–0, 3 cr.]

Topics covered are: Unconstrained optimization (local min and max, algorithms, Newton’s method, etc.), constrained optimization (first and second order optimality conditions, constraint qualifications, sequential quadratic programming, complementarity problem, penalty barrier, augmented Lagrangian methods,  interior point methods, etc.).

Note: This course has been unavailable since 2016–2017.