Optimization Theory and Practice

1 credits · Graduate

Optimization theory concerns the selection of a best option from a set of available options. Formulating an optimization problem involves describing the feasible set as well as prescribing a notion of “best”. This setup, although simple, is one of the most important and widespread ideas in engineering and the sciences. The course will begin by demonstrating the use of optimization theory in many contexts. Then, the second module of the course will delve into the class of tractable “convex” problems. In the third module we willreview more advanced topics, including optimal control and solving non-convex problems with algorithms.