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Indian Institute of Technology Bombay

Optimization from fundamentals

Indian Institute of Technology Bombay and NPTEL via Swayam

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Overview

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This course will cover the topic of Optimization from its fundamentals. It will start with an overview of real analysis and convexity. With this base it will cover linear programming, convex optimization and nonlinear programming, complementarity problems and algorithms for the same. We will end with dynamic optimization.INTENDED AUDIENCE :Mathematics, any engineering and science disciplinePREREQUISITES : NoneINDUSTRIES SUPPORT :None

Syllabus

Week 1: Introduction to optimization and overview of real analysisWeek 2: Optimization over open setsWeek 3: Optimization over surfaceWeek 4: Transformation of optimization problems and convex analysisWeek 5: Introduction to linear programmingWeek 6: Linear programming and dualityWeek 7: Linear programming and dualityWeek 8: Nonlinear and convex optimizationWeek 9: Nonlinear and convex optimizationWeek 10: AlgorithmsWeek 11: AlgorithmsWeek 12: Dynamic optimization

Taught by

Prof. Ankur A. Kulkarni

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