Missy Gaddy, NC State, SIAM Tutorial Series: Nonlinear Optimization Basics
SAS 1218This tutorial will provide an introduction to nonlinear optimization. We will begin by presenting a general constrained nonlinear program, defining concepts like local versus global optimality, and examining the differences between convex and nonconvex problems. We will then present the Karush-Kuhn-Tucker optimality conditions. Students who have taken OR 706 (Nonlinear Programming) will find this tutorial…