[ QUOTE ]
anyone know of a good site dealing with non-linear optimization. i have a good understanding of linear optimization, zero sum games, and fairly solid grasp of general sum games (just finished reading most of nash's phd thesis). It's not the math that scares me, i just cant seem to get my head around some of these issues.
The problem i see is that you can't use the lagrange mulitplier theorem in non linear cases easily.
ideas?
thanks
-light
[/ QUOTE ]
I'm not sure what you mean by "lagrange multiplier theorem" since lagrange multipliers can certainly be used to solve constrained nonlinear parameter optimization problems.
In any event, here is a link to course lecture notes on convex optimization from Stanford which you may find useful:
Convex Optimization Lecture Notes