Nonlinear Programming

Free, no sign-up neededSpring 2004English

About this course

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.

Description from MIT OpenCourseWare.

Where to take this course