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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