Continuous Optimization (2015)

(3TU/LNMB course, TUD code: WI4 207, UT code: 191581200)

Information on the first part of the course is available here.

Practice Exam:
Practice exam 2015;   Solutions

Slides:
Final versions of the slides from the course will be available here after the lectures:
Chapter 1, v2015-11-16b
Chapter 2, v2015-11-24
Chapter 3, v2015-12-02
Chapter 4, v2015-12-07
Some students have had problems printing my Chapter 4 slides. Here is an alternative version which should hopefully print okay.

Homework:
Homework exercises will be provided during the lectures. These are voluntary and will not be marked. The answers will be provided here on Thursday. It is recommended to try to answer the questions without looking at the answers in order to familiarise yourself with the course. You can then check your answers and if you are unsure of anything then you can ask during the following lecture:
Chapter 1:   exercise questions;   exercise answers
Chapter 2:   exercise questions;   exercise answers
Chapter 3:   exercise questions;   exercise answers
Chapter 4:   exercise questions;   exercise answers

Place: University of Utrecht, De Uithof.

Schedule:
Monday 16/11/2015,      11:00 - 12:45,      MIN211
Monday 23/11/2015,      11:00 - 12:45,      MIN211
Monday 30/11/2015,      11:00 - 12:45,      MIN211
Monday   7/12/2015,      11:00 - 12:45,      Ruppert rood
Monday 14/12/2015,      11:00 - 12:45,      KBG Pangea

Written exam:
Monday 4th January 2016, 10:00-13:00
The total is from the exam including the 4 additional points.
Marks will be provided to MasterMath (and your University) as whole numbers, and your mark is given in the spreadsheet in this form.
Three of the students were not on the list of registered students, and they should check this with the secretary of MasterMath.
Here are the solutions to the exam.

Retake: Written exam:
Monday 25th January 2016, 10:00-13:00
The total is from the exam including the 4 additional points.
Marks will be provided to MasterMath (and your University) as whole numbers, and your mark is given in the spreadsheet in this form.
Three of the students were not on the list of registered students, and they should check this with the secretary of MasterMath.
Due to the large numbers of students we cannot send scans of the exams to individual students. Instead, if you wish to see your exam, then you will need to make an appointment with us to see it at the University of Twente.
Here are the solutions to the exam.



Contact e-mail: p.j.c.dickinson@utwente.nl

Content:
The focus of this part of the course will be on conic optimization. In particular the following will be studied:
  • Proper cones
  • Dual problems for conic optimization
  • Linear Optimization
  • Second Order Cone Optimization
  • Semi-definite Optimization
  • Approximations using Semi-definite Optimization
  • Copositive Optimization