Nonlinear Optimization
• Major%theories%and%techniques%of%op8miza8on%completed%
• –%1960s%
• 1960s%–%1990s,%boom%due%to%the%inven8on%of%computers%
• Zeroth%order%methods%
• Interpola8on%Methods%
• PaJern%Search%Methods%
• ……%
• First%order%methods%
• Coordinate%Descent%
• Conjugate%Gradient%
• (Stochas8c)%Gradient/Subgradient%Descent%
• Ellipsoid%Method%
• Quasi'Newton%Methods%
• (Augmented)%Lagrangian%Method%of%Mul8pliers%
• ……%
Past%('1990s)
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