Conic Optimization and Applications

讲座简介

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.

主讲人

ShuZhong Zhang, University of Minnesota

时间地点

2017-06-25、28

8:30-11:30

信息管理与工程学院204室
上海财经大学（第三教学楼西侧）
上海市杨浦区武东路100号

2017-06-26、27

8:30-11:30

信息管理与工程学院104室
上海财经大学（第三教学楼西侧）
上海市杨浦区武东路100号