Spring 2013 Special Topics Course: Introduction to Nonlinear Programming
Shu Lu, Department of Statistics and Operations Research
The course will provide an overview on nonlinear programming algorithms and theory. The following is a list of topics to be covered; the plan is subject to change.
- Unconstrained optimization (recognizing a local minimum, line search methods, trust-region methods, the conjugate gradient method).
- Theory of constrained optimization (Karush-Kuhn-Tucker conditions).
- Quadratic Programming (duality and special algorithms).
- Algorithms for general constrained optimization (penalty, interior-point, augmented Lagrangian, sequential quadratic programming).