Covers the fundamentals of Nonlinear Programming and its applications in Optimal Control, exploring techniques, examples, optimality definitions, and necessary conditions.
Covers the Branch & Bound algorithm for efficient exploration of feasible solutions and discusses LP relaxation, portfolio optimization, Nonlinear Programming, and various optimization problems.
Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.