ISE 7200 Advanced Nonlinear Optimization
This course convers optimality conditions for unconstrained and constrained nonlinear programming problems, and the basic solution algorithms for these problems. This course is a seminar and students are expected to creatively engage in the discussions and assignments. Such engagement is a fundamental evaluation criterion.
Contents:
0. Welcome
1. Introduction
2. Optimality conditions
04 ECP – Optimality conditions
05 ICP – Optimality conditions
06 E&ICP – Optimality conditions
3. Solution algorithms: unconstrained problems
09 UP – Solution algorithms II
4. Solution algorithms: constrained problems
12 LCP – Fesible direction algorithms
5. Homeworks
Textbook:
David G. Luenberger, Yinyu Ye. Linear and Nonlinear Programming, Third Edition, Springer, New York, 2008.
R. Sioshansi, A. J. Conejo, Optimization in Engineering. Models and Algorithms. Springer, New York, New York, 2017.