Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

1. Introduction
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2. Mathematical Modeling Using Algebraic Oriented Languages for Nonlinear Optimization
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3. Introduction to GAMS Technology
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4. Applications of Continuous Nonlinear Optimization
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5. Optimality Conditions for Continuous Nonlinear Optimization
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6. Simple Bound Constraints Optimization
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7. Penalty and Augmented Lagrangian Methods
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8. A Penalty-Barrier Algorithm: SPENBAR
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9. Linearly Constrained Augmented Lagrangian: MINOS
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10. Quadratic Programming
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11. Sequential Quadratic Programming (SQP)
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12. A SQP Method Using Only Equality-Constrained Sub-problems: DONLP
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13. A SQP Algorithm with Successive Error Restoration: NLPQLP
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14. Active-set Sequential Linear-Quadratic Programming: KNITRO/ACTIVE
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15. A SQP Algorithm for Large-Scale Constrained Optimization: SNOPT
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16. Generalized Reduced Gradient with Sequential Linearization: CONOPT
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17. Interior Point Methods
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18. Filter Methods
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19. Interior Point Sequential Linear-Quadratic Programming: KNITRO/INTERIOR
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20. Interior Point Filter Line Search: IPOPT
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21. Numerical Studies: Comparisons
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Keywords: Mathematics, Optimization, Mathematical Modeling and Industrial Mathematics, Algorithms