Mathematical Optimization

12 units (4-0-8) | first term

This class develops mathematical optimization from the perspective of certificates, duality, and convexity. Topics covered include Fenchel and Lagrange duality; representation of convex sets; linear and semidefinite programming; integer programming; convex relaxations for intractable problems; and numerical methods. Throughout the course, applications of optimization to problems arising in various areas of science and engineering are presented.