Short Course given by Prof. Gabriel Haeser (IME-USP) at Universidad Santiago de Compostela - October/2014. Máster en Matemática Industrial.

Lecture 4/8 - Optimality Conditions and Algorithms in Nonlinear Optimization

Part I - Lectures 1 and 2 - Introduction to nonlinear optimization
Examples and historical notes
First and Second order optimality conditions
Penalty methods

Part II - Lectures 3 and 4 - Optimality Conditions
Algorithmic proof of Karush-Kuhn-Tucker conditions
Sequential Optimality Conditions
Algorithmic discussion

Part III - Lectures 5 and 6 - Constraint Qualifications
Geometric Interpretation
First order constraint qualifications
Interior point methods

Part IV - Lectures 7 and 8 - Algorithms
Augmented Lagrangian methods
Inexact Restoration algorithms

свернуть