方述成-非线性规划讲义(完整版).zip
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《非线性规划讲义》是由方述成编写的全面介绍非线性优化理论与方法的教学资料。该讲义涵盖了非线性规划的基本概念、算法及应用实例，适用于研究生课程学习和科研人员参考。
LECTURE 6: CONVERGENCE OF AN ALGORITHM
1. Concept of convergence
2. Rate of convergence
LECTURE 7: CONSTRAINED OPTIMIZATION - INTRODUCTION
1. Basic terminologies
2. KKT conditions – motivation
3. Background knowledge
LECTURE 8: CONSTRAINED OPTIMIZATION – OPTIMALITY CONDITIONS
1. Basic concepts
2. Necessary conditions – KKT conditions
3. Sufficient conditions
LECTURE 9: CONSTRAINED OPTIMIZATION – SENSITIVITY ANALYSIS AND DUALITY
1. Basic concepts
2. Sensitivity analysis
3. Duality theory
LECTURE 10: CONSTRAINED OPTIMIZATION – LAGRANGIAN DUAL PROBLEM
1. Lagrangian dual problem
2. Duality gap
3. Saddle point solution
LECTURE 11: SOLUTION METHODS FOR CONSTRAINED OPTIMIZATION
1. Primal approach
2. Penalty and barrier methods
3. Dual approach
4. Primal-dual approach
LECTURE 12: QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING (QCQP)
1. Motivation
2. Convex QCQP
3. General QCQP
4. On-Going Research
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