iCME PhD Qualifying Examination in Optimization

Stanford University, Fall 2010

Question 1
Necessary conditions for a point to be a minimizer of a nonlinearly constrained problem dier only slightly from sucient conditions. Nonetheless, this small dierence
is critical. Explain why.
Question 2
Briey describe an algorithm to nd a feasible point to a set of inequalities Ax b,
where A is an m n matrix. Would you do anything dierent to nd a feasible
point for an LP than you would for a problem with a nonlinear objective?
Question 3
Without citing optimality conditions give a simple explanation of why for a nonlinearly constrained problem the curvature of a constraint is just as important as the
curvature of the objective.
Question 4
Give two examples of merit functions and describe why such functions are needed.
Question 5
Within active-set methods to solve linearly constrained problems Lagrange multiplier estimates are used to decide which constraints should be in the working set
(the set the next iterate will remain on). Dierent methods use dierent estimates.
Show why this is necessary.