ISYE 672 - Nonlinear Programming

Theory and algorithms for optimization of nonlinear programs. Convex sets and functions, necessary and sufficient optimality conditions, constraint qualifications, duality theory, algorithms for quadratic programming, and linear complementary problems. Methods of direct search, Newton, gradient projection, feasible direction, and reduced gradient.

Prerequisites & Notes
PRQ: ISYE 671 or consent of department.

Credits: 3