ORIE 6320 Nonlinear Programming
Spring. 3 credits. Prerequisite: ORIE 6300.
Necessary and sufficient conditions for unconstrained and constrained optima. Topics include the duality theory, computational methods for unconstrained problems (e.g., quasi-Newton algorithms), linearly constrained problems (e.g., active set methods), and nonlinearly constrained problems (e.g., successive quadratic programming, penalty, and barrier methods).