This course offers an introduction to mathematical nonlinear optimization with applications in data science. The theoretical foundation and the fundamental algorithms for nonlinear optimization are ...

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 ...

This result is obtained by first showing that the same result holds for inequality constrained nonlinear least-squares. As a consequence, the presence of (possibly nonconvex) equality/inequality ...

Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO® Xpress 9.2 Optimization.