Minicourse: Nonlinear Programming
I plan to discuss the theory of constrained nonlinear optimization.
Right now, I expect to discuss the theory in Nonlinear Programming by
Olvi Mangasarian, and expand it with some of the basic numerical methods
from Introduction to Linear and Nonlinear Programming by David
Luenberger and Introduction to Mathematical Programming by Hillier and
Lieberman.
The book by Mangasarian discusses
- Linear Inequalities and Theorems of the Alternative
- Convex Sets in Rn
- Convex and Concave Functions
- Saddlepoint Optimality of Nonlinear Programming with Differentiability
- Differentiable Convex and Concave Functions
- Optimality Criteria in Nonlinear Programming with Differentiability
- Duality in Nonlinear Programming
- Generalizations of Convex Functions
(The last topics might not be covered in this course.)
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