Conic Linear Optimization
(SOCP and SDP, etc.)
Winter 2012-2013

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  • Welcome to MS&E314/CME336, 2012-2013!
    This course covers linear, semidefinite, conic linear optimization problems as generalizations of classical linear programming. This year's theme is on rank reduction or rank-constrained conic LP. Related convex analysis, including the separating hyperplane theorem, Farkasí lemma, dual cones, optimality conditions, and conic inequalities. Applications to max-cut problems, graph partitioning, sensor localization, graph realization, and matrix completion. Course slides and monograph are available on the Handout page.