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 not been taught since Fall 2021 and will not be taught during the academic year 2023-2024.