COPT Course - Topics
Advanced Methods for Constrained Optimization
Topics:
Optimization in the Mathematical and the Applications World.
Global Optimization Issues.
Optimality Conditions.
Paradigms of Constrained Optimization algorithms.
Augmented Lagrangian theory and software.
Algencan and other packages for large-scale constrained optimization.
Sequential Quadratic Programming and Inexact Restoration methods.
Non-smooth problems.
Applications: Electronic Structure Calculations and others.