Nonlinear Optimization II

CS 730



Theory and algorithms for nonlinearly 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. Prereq: CS 726 or equivalent or consent of instructor.

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