Course: Optimality Conditions and Algorithms in Nonlinear Optimization

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".