2017-06-25 | Conic Optimization and Applications
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. Finally, we will introduce the primal-dual interior point methods for solving conic optimization models.
ShuZhong Zhang（University of Minnesota）
Professor and Department Head,Department of Industrial & Systems Engineering, College of Science & Engineering, Distinguished Professor, School of Information Management and Engineering,Shanghai University of Finance and Economics.
【joint work with Xiang Gao and Xiaobo Li】