SE/EC/ME 724 Advanced Optimization Theory and Methods

Spring 2015

Prerequisites

SE/EC 524 or consent of instructor.

Description

Complements SE/EC 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
8 St. Mary's St., Room 429
yannisp at bu dot edu

Course Information

Pick up a hard copy of a more detailed course information sheet.

 

Lecture Notes and Problem sets