Linear and Nonlinear Programming.

Catalog description

Fundamentals of optimization, Linear programming (Simplex and other algorithms) , Unconstrained nonlinear optimization (Direct search methods, Polynomial approximation methods, Newton and quasi-Newton methods, Line search method, Trust region method), Constrained optimization (Line search with merit functions, Trust region method with merit functions, Sequential quadratic programming, Interior point methods), Dynamic optimization (Simultaneous and sequential methods).