FA18: Deterministic Optimization

Name: FA18: Deterministic Optimization
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Author: The Georgia Institute of Technology

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Course

English

120 h

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15 Sequences
Introductive Level
Starts on August 19, 2018
Ends on December 13, 2018

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Course details

Syllabus

Week 1

Module 1: Introduction
Module 2: Illustration of the Optimization Problems

Week 2

Module 3: Review of Mathematical Concepts
Module 4: Convexity

Week 3

Module 5: Outcomes of Optimization
Module 6: Optimality Certificates

Week 4

Module 7: Unconstrained Optimization: Derivate Based
Module 8: Unconstrained Optimization: Derivative Free

Week 5

Module 9: Linear Optimization Modeling – Network Flow Problems
Module 10: Linear Optimization Modeling – Electricity Markets

Week 6

Module 11: Linear Optimization Modeling – Decision-Making Under Uncertainty
Module 12: Linear Optimization Modeling – Handling Nonlinearity

Week 7

Module 13: Geometric Aspects of Linear Optimization
Module 14: Algebraic Aspect of Linear Optimization

Midterm

Week 8

Module 15: Simplex Method in a Nutshell
Module 16: Further Development of Simplex Method

Week 9

Module 17: Linear Programming Duality
Module 18: Robust Optimization

Week 10

Module 19: Nonlinear Optimization Modeling – Approximation and Fitting
Module 20: Nonlinear Optimization Modeling – Statistical Estimation

Week 11

Module 21: Convex Conic Programming – Introduction
Module 22: Second-Order Conic Programming – Examples

Week 12

Module 23: Second-Order Conic Programming – Advanced Modeling
Module 24: Semi-definite Programming – Advanced Modeling

Week 13

Module 25: Discrete Optimization: Introduction
Module 26: Discrete Optimization: Modeling with binary variables - 1

Week 14

Module 27: Discrete Optimization: Modeling with binary variables – 2
Module 28: Discrete Optimization: Modeling exercises

Week 15

Module 29: Discrete Optimization: Linear programming relaxation
Module 30: Discrete Optimization: Solution methods

Prerequisite

Linear algebra
Multivariate Calculus
Basic probability
Familiarity with programming in Python

Instructors

Shabbir Ahmed
Anderson-Interface Chair and Professor School of Industrial & Systems Engineering
The Georgia Institute of Technology

Editor

The Georgia Institute of Technology

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