Convex Optimization in Engineering (WI4 060)

• 1998: A. Nemriovski (Technion, Haifa, Israel)
• 1999: C. Roos and T. Terlaky
• 2000: C. Roos
• 2001: A. Ben-Tal (Technion, Haifa, Israel)
• 2002: C. Roos
• 2003: C. Roos
• 2004: C. Roos
• 2005: C. Roos

Contents  In this course we start by considering some optimization problems in engineering; several ways of modelling these
          problems are discussed, increasing in sophistication. We also deal with some modern efficient methods for obtaining robust
          solutions of these models. For more information contact: C.Roos (tst. 82530)

Time and place: Third quarter,  Wednesday 10.45-12.30 (Room 07.320, Mekelweg4) and Friday 13.45-15.30 ( Room F, Mekelweg 4)

Downloadable course material

• A. Ben-Tal and A.Nemirovski (Technion, Haifa, Israel), Convex Optimization in Engineering (available at the Repro)
• Handout 1: Truss topology design
• Sheets Lecture 1
• Sheets Lecture 2
• Sheets Lecture 3
• Sheets Lecture 4 (until sheet no. 04-36) Sandwich Theorem and MaxCut Problem Additional exercises
• Sheets Lecture 5 
• Sheets Lecture 6
• S-lemma
• Self-dual embedding
• Ellipsoid Method

Grading
      By making exercises individually. From each chapter in the syllabus at least one exercise. One can also do some additional exercise. 
      If the total score is 60 points, the grade will be 8. The solutions should be written in LaTeX!
 

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