Events Optec Agenda Detail
Convex Optimization 3 Day Mini Course
by Michel Baes
Date: Dec 10, 12 and 18,
Time: 10:35-12:35,
Place: ESAT 00.91 (PC Pool)
In this two session lecture with exercises, we deal exclusively with convex optimization problems. We fist show how every convex optimization problem can be put into a so-called conic format, which enables us to use the powerful tools of duality theory to solve it. We show how several practical optimization problems can be formulated as instances of conic programming, and how we can solve most of them extremely efficiently using the software Sedumi. We will also describe briefly the main ideas of the primal-dual algorithm used in Sedumi. Several examples will be set up by the participants.
The exercise-lectures are part of the master course on "Numerical
Optimization" by Moritz Diehl but open to some extra participants "Convex conic programming"
"Duality Theory" (11/12/2007)
Duality originates from the very simple idea that one can obtain
useful information on an optimization problem practically for free by
combining its constraints. Yet, this simple idea has an impressive
number of consequences, in a theoretical level with a.o. the development
of the Lagrangean framework, and the foundations of an elegant
differentiability theory, in a practical level with a.o. the economic
interpretation of dual variables and the development of extremely
efficient primal-dual algorithm (this last topic will be sketched in the
next lecture).
"Convex conic programming" (12/12/2007)
In this lecture, we deal exclusively with convex optimization problems.
We first show how every convex optimization problem can be put in a
so-called conic format, which enables us to use the powerful tools of
duality theory to solve it. We show how several practical optimization
problems can be formulated as instances of conic programming, and how we
can solve most of them extremely efficiently using the software Sedumi.
We will also describe briefly the main ideas of the primal-dual
algorithm used in Sedumi.
| http://www.kuleuven.be/optec/event/613 | |
| Course | |
| iCal |
Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
