Nonlinear Optimization

Free, no sign-up neededSpring 2025English

About this course

This course offers a unified analytical and computational approach to nonlinear optimization problems. Unconstrained optimization methods include gradient, conjugate direction, Newton, sub-gradient, and first-order methods. Constrained optimization methods include feasible directions, projection, interior point methods, and Lagrange multiplier methods.

Description from MIT OpenCourseWare.

Where to take this course