ConstrainedOptimization

This repository contains the code and reports for the 2 assingments in the Constrained Optimization course at DTU.
The course covers the 2nd half of the Nocedal and Wright Numerical Optimization course.
Reports are written in LaTex and algorithms are implemented in Matlab.

Algorithms are used to solve the follwoing type of problems (among others):

1. Sequential Quadratic Programming
2. Linear Programming
3. Quadratic Programming

Some Algorithms implemented include:

1. Interior Point Algorithms
2. Simplex
3. Trust Region

For more information on specifics, please read the Assignment and Report pdfs on the Reports folder.