MATH4815 Interior Point Methods for Convex Optimization (3 units)
- MATH3205 Linear Programming and Integer Programming
- Medium of Instruction:
This course aims to introduce students to the fundamental topics in the interior point based methods for convex optimization, both the discrete and continuous versions of the interior point methods will be taught. Students will learn theory, techniques and solution schemes
of the interior point based methods for linear programming, quadratic programming, convex programming, and semidefinite programming problems. Some MATLAB implementation will be also addressed.
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