CO 466/666, Winter, 2009

Instructor: H. Wolkowicz

Textbook: J. Nocedal and S. Wright, Numerical Optimization, 2nd Ed., 2006.

Topics covered

  1. Optimality for unconstrained optimization
  2. Line search methods
  3. Trust region methods
  4. Nonlinear conjugate gradient
  5. Quasi-Newton methods
  6. Nonlinear Least Squares
  7. Nonlinear Equations
  8. Optimality for constrained optimization
  9. Active-set methods
  10. Interior-point methods
  11. Penalty and augmented Lagrangian methods
  12. Sequential quadratic programming