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. 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.

时间

2018-07-30，07-31，08-02，08-03

8:00 ~ 12:00

主讲人

张树中, Department of Industrial & Systems Engineering
University of Minnesota

地点

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