Topics in Optimization

2-15 credits

Advanced theoretical, algorithmic, or computational topics in optimization. Non-smooth optimization and analysis in infinite-dimensional spaces; monotone operators; subgradient calculus for non-convex functions; semidefinite programming. Interior point methods, projection, and other non-differentiable algorithms. Complexity of optimization algorithms; practical overview of optimization solvers for continuous and discrete problems; numerical and symbolic computation of Fenchel conjugates. [3-0-0]