“We live in a nonlinear world,” said Dr. Oliver Bastert, vice president of product management for FICO Platform. “That means clear, consistent, ‘linear’ relationships between variables don’t always ...

Global optimization of nonlinear mixed-integer programming (MINLP) addresses decision problems in which some variables are constrained to take integer values, while the objective function or ...

This course studies the formulation and solution of nonlinear optimization models arising in AI, finance, and engineering design. Methods include gradient, stochastic gradient, and Newton methods.