ISyE 730: Nonlinear Optimization II
- Catalog Description:
Theory and algorithms for nonlinerly constrained optimization. Relevant geometric concepts, including tangent and normal cones, theorems of the alternative, and separation results. Constraint qualifications. Geometric and algebraic expression of first-order optimality conditions. Second-order optimality conditions. Duality. Nonlinear programming algorithms: merit functions and filters; interior-point, augmented Lagrangian, and sequential quadratic programming algorithms.
- Credits: 3
- Prerequisites: Comp Sci 726 or equiv, or cons inst