Course IPM: Interior Point Methods

Time:	Monday 15.15 – 17.00
Period:	8 September 2025 – 10 November 2025
Location:	All LNMB courses take place on the Campus Utrecht Science Park. Room HFG 611, Hans-Freudenthal building, Budapestlaan 6, 3584 CD Utrecht
Lecturer:	Prof. Dr. E. de Klerk (Tilburg University)

Course description

The field of optimization, particularly linear, convex and semi-definite optimization, has been given a new impulse by the development of interior point methods. Besides the existence of a new theory, there is a tremendous activity in new applications, especially in semi-definite programming.

The topics for this course include:

interior-point methods for conic programming
classical duality theory for conic programming
symmetric cones
primal-dual interior-point algorithms
semidefinite programming

Literature

Main course notes (students: please buy or borrow this book before the course starts. If you order the book from Amazon.com, then allow enough time for delivery).
- James Renegar, “A Mathematical View of Interior-Point Methods for Convex Optimization”.
MPS-SIAM Series on Optimization, Philadelphia (2001).
- Additional course notes:
Stephen Boyd and Lieven Vandenberghe. Convex Optimization, Cambridge University Press (2004)
Available online: http://www.stanford.edu/~boyd/cvxbook/

Prerequisites

Basic knowledge (bachelor level) of analysis (multivariate calculus) and linear algebra, as well as a first course in linear and nonlinear programming.

Examination

Take home problems.

Website for the course

Interior Point Methods

Address of the lecturers

Prof. Dr. E. de Klerk
Department of Econometrics & Operations Research
Tilburg University
P.O. Box 90153
5000 LE Tilburg.
Phone: 013 - 4662031
E-mail: e.deklerk@uvt.nl