Summer Graduate School
- The first series includes an introduction to the modern theory of convex programming, its extensions and applications. This includes separation and support theorems, and Lagrange multiplier results. This series emphasizes that: the great watershed in optimization is not between linearity and nonlinearity, but convexity and nonconvexity (Rockafellar, 1993.)
- The main series of lectures involves numerical algorithms for general nonlinear optimization. This includes both modern interior point approaches as well as classical Lagrange multiplier methods such as sequential quadratic programming, SQP. We include applications to engineering and financial problems and emphasize the large scale case.
- The final series concentrates on specialized topics and applications. In particular, this includes optimization over convex sets described as the intersections of the set of symmetric, positive semidefinite matrices with affine spaces, i.e. Semidefinite Programming. This area has attracted a lot of interest due to the number of important applications, to e.g. Discrete Optimization and more general Engineering Problems. We will study and use several current solvers that are in the public domain.
- Main Course Page for the Summer Graduate Workshop
- Lecture Notes (PDF file)
- What is Optimization? (Optimization Tree at NEOS)
- Importance/Applications of Optimization
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A block of rooms has been reserved at the Rose Garden Inn. Reservations may be made by calling 1-800-992-9005 OR directly on their website. Click on Corporate at the bottom of the screen and when prompted enter code MATH (this code is not case sensitive). By using this code a new calendar will appear and will show MSRI rate on all room types available.
A block of rooms has been reserved at the Hotel Durant. Reservations may be made by calling 1-800-238-7268. When making reservations, guests must request the MSRI preferred rate. If you are making your reservations on line, please go to this link and enter the promo/corporate code MSRI123. Our preferred rate is $129 per night for a Deluxe Queen/King, based on availability.
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