This course aims at introducing students to the application of optimization techniques to various areas of CSE and ECE. We will primarily focus on linear optimization (linear programming) and learn about the structural and algorithmic aspects of optimization problems. The theoretical assignments will aim at developing the necessary skills for analysing algorithms and formulation of LPs. Computational assignments will complement the theory by modeling real-world problems as linear programs and solve them using publicly available solvers. Towards the end of the course, we will briefly discuss convex programs and semi-definite programs (SDPs) with real-world applications and point to some of the existing solvers for this class of problems.
Should be able to formulate Linear/Non-Linear optimisation problems in the standard mathematical form.
Should be able to apply algorithms/procedures like simplex and interior point methods to solve optimisation problems
Should be able to use solvers to obtain solutions to moderately sized problems and obtain optimal solutions (or lower bounds).