CSI 747 / MATH 689
Nonlinear optimization and Applications
Schedule: W 7:20-10:00 pm,
Exploratory Hall 4106
The course demonstrates that many real world problems can be modeled as optimization problems and solved by widely available optimization tools. Throughout the course we present various optimization models and demonstrate how to solve them using optimization software. These models are expressed in the AMPL modeling language. This language is used as a common mechanism for conveying optimization problems. The course emphasizes the importance of proper modeling. One of the main point this course illustrates is that often a real world problem can have multiple equivalent mathematical formulations some of which are numerically tractable while others are not. Basics of nonlinear optimization theory will be also discussed.
Additional text on optimization methods: Igor Griva, Stephen G. Nash, Ariela Sofer, Linear and Nonlinear Optimization, Second Edition, SIAM, Philadelphia, 2009