Linear and Semidefinite programming

24-28 August 2020

Title of the Course: Linear and Semidefinite programming
Instructor: Dr. Mohan Ravichandran
Institution: Bogazici University
Dates: 24-28 August 2020
Prerequisites: Linear Algebra
Level: Junior undergraduate, senior undergraduate, graduate
Abstract: This will be a mathematically rigorous treatment of linear and semidefinite programming and will include proofs with run time analysis of the Simplex, Ellipsoid and Interior point methods. We will also discuss half a dozen applications of LP and SDP to problems in combinatorial optimization. We will supplement the lectures with programming sessions where we will see these in practice for several problems in theoretical mathematics.
Content of Lectures
-LP duality, Simplex Method
-Ellipsoid Method
-Interior Point Methods for LP
-SDP duality, Interior Point methods for SDP
-Combinatorial Applications
Language:
TR, EN