The Nonlinear Programming Solver

This section presents a brief discussion about the algorithmic details of the NLP solver. First, the notation is defined. Next, an introduction to the fundamental ideas in constrained optimization is presented; the main point of the second section is to present the necessary and sufficient optimality conditions, which play a central role in all optimization algorithms. The section concludes with a general overview of primal-dual interior point and active-set algorithms for nonlinear optimization. A detailed treatment of the preceding topics can be found in Nocedal and Wright (1999), Wright (1997), and Forsgren, Gill, and Wright (2002).