Successive Linear Programming (SLP) algorithms solve nonlinear optimization problems via a sequence of linear programs. They have been widely used, particularly in the oil and chemical industries, ...

We propose a new trust region algorithm for nonlinear constrained optimization problems. In each iteration of our algorithm, the trial step is computed by minimizing a quadratic approximation to the ...

MG4C6.1 Foundations of Mathematical Programming: An introduction to linear programming and to the theory of duality. MG4C6.2 Mathematical Programming: Introduction to theory and the solution of linear ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...