COURSE: OPTIMALITY CONDITIONS AND ALGORITHMS IN NONLINEAR OPTIMIZATION
October 28th –31st, 2014
Gabriel Haeser
University of São Paulo
Schedule:
Tuesday 28th 11:30-14:00h
Wednesday 29th 11:30-14:00h
Thursday 30th 11:30-14:00h
Friday 31st 11:30-14:00h
Program:
Part I - Introduction to nonlinear optimization
- Examples and historical notes
- First and Second order optimality conditions
- Penalty methods Interior point methods
Part II - Optimality Conditions
- Algorithmic proof of Karush-Kuhn-Tucker conditions
- Sequential Optimality Conditions
- Algorithmic discussion
Part III - Constraint Qualifications
- Geometric Interpretation
- First and Second order constraint qualifications
Part IV - Algorithms
- Augmented Lagrangian methods
- Inexact Restoration algorithms
Organizadores: Alfredo Bermúdez de Castro (This email address is being protected from spambots. You need JavaScript enabled to view it.) y Julio González (This email address is being protected from spambots. You need JavaScript enabled to view it.)
Dirigido a: Curso abierto a toda la comunidad universitaria
Inscripción: Es gratuita. De cara a la gestión logística, se agradecería la inscripción antes del 24 de octubre (This email address is being protected from spambots. You need JavaScript enabled to view it.)
Lugar: Aulas de videoconferencia del Máster en Técnicas Estadísticas de las tres universidades gallegas (presencialmente desde Santiago). Aunque el curso es gratuito sigue siendo obligatorio inscribirse.
Créditos: Ambos cursos son valederos por un crédito en el programa de doctorado "Métodos Matemáticos y Simulación Numérica en Ingeniería y Ciencias Aplicadas".