Convex optimization and functional analysis; theory of duality; iterative methods and convergence proofs; interior point methods for linear programming; computational complexity of mathematical programming problems; extensions of linear programming.
Optimization Theory (IE 601)
2021 Spring
Faculty of Engineering and Natural Sciences
Industrial Engineering(IE)
3
10.00
Burak Kocuk burakkocuk@sabanciuniv.edu,
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English
Doctoral, Master
IE501
Formal lecture
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| Programs\Type | Required | Core Elective | Area Elective |
| MA-European Studies | |||
| MA-European Studies-Non Thesis | |||
| MA-Political Science | |||
| MA-Political Science-Non Thes | |||
| MA-Visual Arts&Vis. Com Des-NT | |||
| MA-Visual Arts&Visual Com Des | |||
| MS-Bio. Sci. & Bioeng. LFI | |||
| MS-Bio. Sci. & Bioeng. LFI-ENG | |||
| MS-Biological Sci&Bioeng. | * | ||
| MS-Business Analytics | |||
| MS-Computer Sci.&Eng. LFI | |||
| MS-Computer Sci.&Eng. LFI-ENG | |||
| MS-Computer Science and Eng. | * | ||
| MS-Cyber Security(with thesis) | * | ||
| MS-Data Science | |||
| MS-Elec. Eng&Comp Sc.LFI-ENG | |||
| MS-Electronics Eng&Comp Sc.LFI | |||
| MS-Electronics Eng&Computer Sc | * | ||
| MS-Electronics Eng. | * | ||
| MS-Electronics Eng. LFI | |||
| MS-Electronics Eng. LFI-ENG | |||
| MS-Energy Techno.&Man. | * | ||
| MS-Industrial Eng. LFI-ENG | |||
| MS-Industrial Engineering | * | ||
| MS-Industrial Engineering LFI | |||
| MS-Manufacturing Eng-Non Thes | * | ||
| MS-Manufacturing Engineering | * | ||
| MS-Materials Sci & Engineering | * | ||
| MS-Materials Sci. & Eng. LFI | |||
| MS-Materials Sci.&Eng. LFI-ENG | |||
| MS-Mathematics | |||
| MS-Mechatronics | * | ||
| MS-Mechatronics LFI | |||
| MS-Mechatronics LFI-ENG | |||
| MS-Physics | |||
| MS-Physics-Non Thesis | * | ||
| MS-Psychology | |||
| MS-Psychology-Non Thesis | |||
| PHD-Biological Sci&Bioeng. | * | ||
| PHD-Comp. Sci and Eng.after UG | * | ||
| PHD-Computer Science and Eng. | * | ||
| PHD-Cyber Security | * | ||
| PHD-Electronics Eng&ComputerSc | * | ||
| PHD-Electronics Eng. | * | ||
| PHD-Electronics Eng. after UG | * | ||
| PHD-Experimental Psychology | |||
| PHD-Industrial Engineering | * | ||
| PHD-Management | |||
| PHD-Manufacturing Eng after UG | * | ||
| PHD-Manufacturing Engineering | * | ||
| PHD-Materials Sci.&Engineering | * | ||
| PHD-Mathematics | |||
| PHD-Mechatronics | * | ||
| PHD-Mechatronics after UG | * | ||
| PHD-Physics | |||
| PHD-Physics after UG | |||
| PHD-Social Psychology | |||
| PHDBIO after UG | * | ||
| PHDCYSEC after UG | * | ||
| PHDEECS after UG | * | ||
| PHDEPSY after UG | |||
| PHDIE after UG | * | ||
| PHDMAN after UG | |||
| PHDMAN after UG-Finance | |||
| PHDMAN after UG-Man. and Org. | |||
| PHDMAN after UG-Op.&Sup. Cha. | |||
| PHDMAN-Finance Area | |||
| PHDMAN-Man. and Org. Area | |||
| PHDMAN-Op. & Supp. Chain Area | |||
| PHDMAT after UG | * | ||
| PHDMATH after UG | |||
| PHDSPSY after UG |
CONTENT
OBJECTIVE
Refer to the course content
LEARNING OUTCOME
Understand the relationship between linear programming, convex programing and conic programming
Understand the theoretical foundation of conic programming
Learn applications of conic programming in engineering optimization and nonconvex optimization
Learn interior point methods and computational complexity of linear programming
Update Date:
ASSESSMENT METHODS and CRITERIA
| Percentage (%) | |
| Exam | 30 |
| Participation | 5 |
| Individual Project | 25 |
| Homework | 40 |
RECOMENDED or REQUIRED READINGS
| Readings |
Lectures on Modern Convex Optimization, A. Ben-Tal and A. Nemirovski (SIAM). |