M3N3 OPTIMISATION

(NOTE ALSO M4N3) An introduction to the theory and practice of modern algorithms for constrained and unconstrained optimisation.

Unconstrained optimization: Newton’ method, trust-region algorithms, least-squares and zero-finding. Constrained optimization: linear/nonlinear equality/inequality constraints, duality, working set methods. Linear programming: simplex method, primal-dual interior-point methods.