Office hours: Wednesdays 12:50 - 2:00pm (Check the announcement site for any possible change), and by appointment
Course Assistant: ?
Office hours: ?
Staff Support: Roz Morf
Grading and Exams
Your grade in this course would be based on a take-home midterm exam and a teacm project.
Homework Exercises: not be graded but discussed in problem sessions;
Midterm exam: October 30-31 take home, 50%;
A project (up to two students): report due November 22 50%.
About Linear and Conic Optimization
Topics include: Problem formulation of standard (conic) linear programming models, the theory of polyhedral and
conic convex sets, linear inequalities, alternative theorems and
duality, sensitivity analyses and economic interpretations, and
relaxations of harder optimization problems. Algorithms include the
simplex method, interior-point methods, and ADMM and other (first-order) iterative
methods. Complexity and/or computation efficiency analysis for linear
programming. Applications include dynamic resource allocation, on-line mechanism design, algorithmic game-theory, SVM/data-classification, and MDP/reinforced learning.