Efficient methods in optimization
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
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
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.