When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...

Students will learn about the most common numerical optimization algorithms for solving smooth unconstrained and constrained optimization problems. They will understand the theoretical foundation and ...

Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the ...

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...