Prof. Robert Freund
15.084J / 6.252J
This course introduces students to the fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, linear and quadratic programming, Lagrange and conic duality theory, interior-point algorithms and theory, Lagrangian relaxation, generalized programming, and semi-definite programming. Algorithmic methods used in the class include steepest descent, Newton's method, conditional gradient and subgradient optimization, interior-point methods and penalty and barrier methods.
Freund, Robert. 15.084J Nonlinear Programming, Spring 2004. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/sloan-school-of-management/15-084j-nonlinear-programming-spring-2004 (Accessed). License: Creative Commons BY-NC-SA