Nonlinear Optimization

Course Description

Concise introduction to modern methods for solving nonlinear optimization problems. Applications of nonlinear optimization in everyday life: from weather-forecasting to the power production management. Unconstrained optimization: line-search and trust-region methods. Constrained minimization: interior-point methods and sequential quadratic programming (SQP) methods. Numerical solutions of presented engineering problems will be solved using Matlab.

Study Programmes

Postgraduate doctoral study programme


Jorge Nocedal, Stephen Wright (2006.), Numerical Optimization, Springer Science & Business Media
Stephen P. Boyd, Lieven Vandenberghe (2009.), Convex Optimization, Cambridge University Press
J. E. Dennis, Jr., Robert B. Schnabel (1996.), Numerical Methods for Unconstrained Optimization and Nonlinear Equations, SIAM

For students


ID 154863
  Summer semester
L2 English Level