{"id":480,"date":"2015-06-09T14:44:55","date_gmt":"2015-06-09T18:44:55","guid":{"rendered":"https:\/\/sites.bu.edu\/paschalidis\/?page_id=480"},"modified":"2020-01-22T10:55:25","modified_gmt":"2020-01-22T15:55:25","slug":"seecme-724-advanced-optimization-theory-and-methods","status":"publish","type":"page","link":"https:\/\/sites.bu.edu\/paschalidis\/courses\/seecme-724-advanced-optimization-theory-and-methods\/","title":{"rendered":"SE\/EC\/ME 724 Advanced Optimization Theory and Methods"},"content":{"rendered":"<h3 style=\"text-align: left;\" align=\"center\">Spring 2018<\/h3>\n<h3>Prerequisites<\/h3>\n<p>SE\/EC 524\/674 or consent of instructor.<\/p>\n<h3>Description<\/h3>\n<p>Complements SE\/EC 524\/674 by introducing advanced optimization techniques. Emphasis on nonlinear optimization and recent developments in the field. Topics include: unconstrained optimization methods such as gradient and incremental gradient, conjugate direction, Newton and quasi-Newton methods; constrained optimization methods such as projection, feasible directions, barrier and interior point methods; duality theory and methods; convex duality; and stochastic approximation algorithms. Introduction to modern convex optimization including semi-definite programming, conic programming, and robust optimization. Applications drawn from control, production and capacity planning, resource allocation, communication and sensor networks, and bioinformatics.<\/p>\n<h3>Instructor<\/h3>\n<p>Yannis Paschalidis<br \/>\n<!--\n\n\n<h3>Class Meets<\/h3>\n\n\nMo, We, 12:20pm-2:05pm at CAS 424.\n\n\n<h3>Course Information<\/h3>\n\n\nPick up a hard copy of a more detailed <a href=\"\/paschalidis\/files\/2018\/01\/724-ci.pdf\">Course Information Sheet<\/a>.\n\n\n<h3>Lecture Notes and Problem sets<\/h3>\n\n\n\n\n<ul>\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/01\/724-lect1.pdf\">Lecture 1<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/01\/724-lect2.pdf\">Lecture 2<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/01\/724-lect3.pdf\">Lecture 3<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2018\/01\/724-ps1-s18.pdf\">Problem Set 1<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/01\/724-lect4.pdf\">Lecture 4<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect5.pdf\">Lecture 5<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2018\/02\/724-lect6.pdf\">Lecture 6<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-ps2-s18.pdf\">Problem Set 2<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect7.pdf\">Lecture 7<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect8.pdf\">Lecture 8<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect9.pdf\">Lecture 9<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-ps3-s18.pdf\">Problem Set 3<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect10.pdf\">Lecture 10<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect11.pdf\">Lecture 11<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/03\/724-ps4-s18.pdf\">Problem Set 4<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2018\/04\/724-project.pdf\">Term Project Description<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect12.pdf\">Lecture 12<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/02\/724-lect13.pdf\">Lecture 13<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/03\/724-ps5-s18.pdf\">Problem Set 5<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/03\/724-lect14.pdf\">Lecture 14<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/03\/724-lect15.pdf\">Lecture 15<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/03\/724-lect16.pdf\">Lecture 16<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/03\/724-lect17.pdf\">Lecture 17<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2018\/04\/724-ps6-s18.pdf\">Problem Set 6<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/04\/724-lect18.pdf\">Lecture 18<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/04\/724-lect19.pdf\">Lecture 19<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/04\/724-lect20.pdf\">Lecture 20<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/04\/724-lect21.pdf\">Lecture 21<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/04\/724-lect22.pdf\">Lecture 22<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2015\/06\/724-lect23.pdf\">Lecture 23<\/a><\/li>\n\n\n \t\n\n<li><a href=\"\/paschalidis\/files\/2016\/04\/724-project-presentations.pdf\">Project Presentations<\/a><\/li>\n\n\n<\/ul>\n\n\n--><\/p>\n<h3>Syllabus<\/h3>\n<p><a href=\"\/paschalidis\/files\/2020\/01\/ci.pdf\">EC\/SE 724 Syllabus &#8211; Spring 2020<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Spring 2018 Prerequisites SE\/EC 524\/674 or consent of instructor. Description Complements SE\/EC 524\/674 by introducing advanced optimization techniques. Emphasis on nonlinear optimization and recent developments in the field. Topics include: unconstrained optimization methods such as gradient and incremental gradient, conjugate direction, Newton and quasi-Newton methods; constrained optimization methods such as projection, feasible directions, barrier and [&hellip;]<\/p>\n","protected":false},"author":2469,"featured_media":0,"parent":12,"menu_order":4,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/pages\/480"}],"collection":[{"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/users\/2469"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/comments?post=480"}],"version-history":[{"count":50,"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/pages\/480\/revisions"}],"predecessor-version":[{"id":1567,"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/pages\/480\/revisions\/1567"}],"up":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/pages\/12"}],"wp:attachment":[{"href":"https:\/\/sites.bu.edu\/paschalidis\/wp-json\/wp\/v2\/media?parent=480"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}