Efficient methods in optimization



Script

Lecture 1: Introduction

Lecture 2: Convex sets

Lecture 3: Linear programs

Lecture 4: Conic programs, Robust programs

Lecture 5: Self-concordant barriers, Interior-point methods, slides

Lecture 6: Relaxations, Polynomial optimization, slides

References



Exercises

Exercises 1

Exercises 2

Exercises 3







Examination


There will be a 2h written exam on January 25-th, 2021, from 10 h to 12 h. The exam will take place online in BigBlueButton. The solutions should be sent to my e-mail address by 12 h 15.

Exam problems of January 25, 2021

Solution of Exam on January 25, 2021




Modelling Seminar

Interested students may tackle a project on polynomial optimization in the framework of the Modelling Seminar (3-5 participants). A description can be found here.