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NONLINEAR OPTIMIZATION II

COMPSCI/ISYE/MATH 730
Course Description

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.

Prerequisties
Satisfies

This course does not satisfy any prerequisites.

Credits

Not Reported

Offered

Not Reported

Grade Point Average
3.59

3.22% from Historical

Completion Rate
100%

1.37% from Historical

A Rate
41.18%

-1.71% from Historical

Class Size
17

14.86% from Historical

Instructors (2025 Fall)

Sorted by ratings from Rate My Professors

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