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. Applications include non-convex quadratic optimization, combinatorial and graphic problems, and the LQ control problems. Finally, we will introduce the primal-dual interior point methods for solving conic optimization models.
July 30th,31st,August 2nd,3rd, 2018
8:30 ~ 12:00
Shuzhong Zhang, Department of Industrial & Systems Engineering
University of Minnesota
Room 104, School of Information Management & Engineering, Shanghai University of Finance & Economics