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 ...

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 ...

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 ...

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