UW Madison Home Page

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 or Corequisites: Comp Sci 726 or equiv, or cons inst
  • Official Course Description (pdf)