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Course IPM: Interior Point Methods
Course descriptionThe 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:
LiteratureMain 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/ PrerequisitesBasic knowledge (bachelor level) of analysis (multivariate calculus) and linear algebra, as well as a first course in linear and nonlinear programming. ExaminationTake home problems.Website for the courseInterior Point MethodsAddress of the lecturers
Prof. Dr. E. de Klerk
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