This course introduces modern developments of convex conic optimization. Topics to be covered include: modeling with conic optimization, the duality theory, applications of semidefinite programming (SDP), and the solution methods for conic optimization.
Specifically, we will consider conic optimization models such as linear programming, second order cone programming, and semidefinite programming. Applications include non-convex quadratic optimization, combinatorial and graphic problems. Finally, we will introduce the primal-dual interior point methods for solving conic optimization models.
ShuZhong Zhang, University of Minnesota
June 25th, June 28th, 2017
Room 204, School of Information Management & Engineering, Shanghai University of Finance & Economics
June 26th, June 27th, 2017
Room 104, School of Information Management & Engineering, Shanghai University of Finance & Economics