Lecture 3/8 - Optimality Conditions and Algorithms in Nonlinear Optimization

Short Course given by Prof. Gabriel Haeser (IME-USP) at Universidad Santiago de Compostela - October/2014. Máster en Matemática Industrial. Lecture 3/8 - 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