Applied Optimization
Applied Optimization lecture is offered as part of Master programs in computer science.
Its content is organized into three parts:
Theory: fundamental definitions: convex sets and convex functions, Lagrange Duality and KKT optimality conditions.
Algorithms, with focus on continuous optimization: unconstrained optimization, equality constrained optimization and inequality constrained optimization.
Advanced optimization: such as mix-integer optimization and SPD relaxations.
The lecture is accompanied by exercise sessions, that aim to provide hands-on experience in solving optimization problems, both to reinforce theory and concepts as to gain practical experience while programming in c++.