Convex and Conic Optimization

Subject associations
ORF 523
Spring 2022
Registrar description

A mathematical introduction to convex, conic, and nonlinear optimization. Topics include convex analysis, duality, theorems of alternatives and infeasibility certificates, semidefinite programming, polynomial optimization, sum of squares relaxation, robust optimization, computational complexity in numerical optimization, and convex relaxations in combinatorial optimization. Applications drawn from operations research, dynamical systems, statistics, and economics.