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273033 Semidefinite Optimization and Applications 5 sp
The course aims at introducing the notions of semidefinite programming (SDP) and semidefinite optimization.
Announcement.
First meeting is on Thursday, March 1, at 3 p.m. in Vektorrumet ASA B 311,
which is in the Mathematics Department, ASA Building, B entrance, 3rd
floor (take the B entrance elevator). The second class on Friday, March 2, is also in Vektorrummet from 10 to 12.
The field of semidefinite programming deals with optimization problems over symmetric positive definite matrix variables with
linear cost function and linear constraints. Popular special cases are linear
programming and convex quadratic programming with convex quadratic constraints.
We start out by going through required basic material from linear algebra and classical optimization. Thereafter the focus is shifted toward SDP and various ways to
implement SDP. Much emphasis will be put on some important large classes of
applications. The detailed, but preliminary, outline of the course is
attached. Note that all the material is downloadable from university
web pages!
Prerequisites are basics of linear algebra or matrix theory and basic understanding of multivariable calculus
and linear programming.
Assignments and home work: There will be no formal examination in the course.
On the other hand, we plan to assign theoretical and practical problems
illustrating different stages of the course. Some parts of the class work
may also be assigned to participating students.
Language: English or Swedish, depending on the audience.
Schedule: The seminar starts on Thursday, March 1, and ends on Friday, May 18. We meet twice a week: Thursdays 1517, Fridays 1012. The class rooms vary
slightly because of other reservations.
Schedule
The seminar is led by Dr Ray Pörn, Professor Göran Högnäs and doctoral student
Anders Skjäl.
The teachers are available by email between the classes.
Senast uppdaterad: 24.2.2012
