|
|
MN724/SC724 Advanced Optimization Theory and Methods
Spring 2007
Prerequisites
MN524/SC524 or consent of instructor.
Description
Complements MN 524/SC 524 by introducing advanced optimization techniques. Emphasis on nonlinear optimization and recent developments in the field. Topics include: unconstrained optimization methods such as gradient and incremental gradient, conjugate direction, Newton and quasi-Newton methods; constrained optimization methods such as projection, feasible directions, barrier and interior point methods; duality theory and methods; convex duality; and stochastic approximation algorithms. Introduction to modern convex optimization including semi-definite programming, conic programming, and robust optimization. Applications drawn from control, production and capacity planning, resource allocation, communication and sensor networks, and bioinformatics.
Instructor
Yannis Paschalidis
15 St. Mary's St., Room 144
yannisp at bu dot edu
Course Information
Pick up a hard copy of a more detailed course information sheet.
Lecture Notes and Problem sets
|