University of Minnesota
University of Minnesota
http://www.umn.edu/

Industrial and Systems Engineering

Home>Courses>IE 8534

IE 8534

Conic Optimization and Applications

 

Course Description:

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. Specifically, we will consider conic optimization models such as linear programming, second order cone programming, and semidefinite programming. 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.

Instructor:

Professor Shuzhong Zhang
Office: 130E, Department of Industrial and Systems Engineering
Phone: (612) 624-8406
Office Hour: Wednesdays 11:00 am - 12:00 noon.
Email: zhangs@umn.edu

Time and Venue of the Lectures:

References:

 

 

 

Announcements