Returning IOE Course for Winter 2011: IOE 611/Math 663 - Nonlinear Programming

Instructor: Prof. Marina A. Epelman

Credits: 3

Pre-Requisites: IOE 511 or IOE 519

Description: In this offering of the course we will focus on convex optimization. As this is an advanced course, the topics covered and their depth will sometimes be determined as we go. The broad areas we will cover (not necessarily in the specified order) in various depths are:
- Convex sets and convex functions
- Convex optimization problems, including linear, quadratic, semidefinite, and other special problems
- Applications of convex optimization
- Duality and optimality conditions
- Algorithms for unconstrained and constrained convex optimization, including interior point methods and, time permitting, first order methods.

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