An overview of nonlinear optimization
Yu-Hong Dai
AMSS, Chinese Academy of Sciences, Beijing 100190, China, and School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China
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Abstract
Nonlinear optimization stems from calculus and becomes an independent subject due to the proposition of Karush–Kuhn–Tucker optimality conditions. The ever-growing realm of applications and the explosion in computing power is driving nonlinear optimization research in new and exciting directions. In this article, I shall give a brief overview of nonlinear optimization, mainly on unconstrained optimization, constrained optimization, and optimization with least constraint violation.