This site comprises a complete but compact introduction to the major topics in optimization. It is intended as a gentle introduction, assuming no more preparation than high school mathematics. Most concepts are developed from scratch.

NLP3

Rosenbrock Solution by LOQO

The animation below traces the solution trajectory as the LOQO solver works to find the optimum solution for the Rosenbrock function described in animation NLP2. LOQO uses a sequential quadratic approximation algorithm.