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)

Important information

Please note that the last three lectures of the course will be taught online. Details regarding the exact dates are on the course website, wehre you may also find slides, the detailed syllabus and upcoming assignments.

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