{"id":1812,"date":"2019-06-11T19:54:01","date_gmt":"2019-06-11T17:54:01","guid":{"rendered":"https:\/\/datascience.unifi.it\/?post_type=tribe_events&#038;p=1812"},"modified":"2019-06-11T21:00:10","modified_gmt":"2019-06-11T19:00:10","slug":"1812","status":"publish","type":"tribe_events","link":"https:\/\/datascience.unifi.it\/index.php\/event\/1812\/","title":{"rendered":"Short course of Tamas Terlaky at DINFO"},"content":{"rendered":"<p>Prof. <strong>Tamas Terlaky<\/strong> will give a PhD course on &#8220;Modern convex optimization: Duality, Algorithms, Solutions and Interpretations &#8221;<\/p>\n<p>Lectures will be offered on Tuesday June 18, Wed June 19, Thu June 20, Fri June 21 from 10:30 to 13:00 in room 107, via di Santa Marta 3, Firenze.<\/p>\n<p>Abstract<\/p>\n<p>Optimization methodology is the engine of prescriptive analytics. This short course gives a gentle,  rigorous introduction to modern convex optimization models and algorithms.<br \/>\nDuality provides optimality conditions and serve as the platform of algorithm design.<br \/>\nFirst we focus on duality in linear optimization (LO) and convex conic linear optimization (CLO) problems.<br \/>\nCLO includes the LO, second order conic and semidefinite optimization problems, which are solvable by  Interior Point Methods (IPMs) in polynomial time, and also the NP-hard classes of  copositive and completely positive CLO problems. Robust LO models will motivate the introduction of second order conic optimization problems.<br \/>\nThen algorithmic concepts, such as pivot algorithms and interior point methods (IPMs) are discussed.<br \/>\nInitialization of the algorithms, the computational cost and efficient computation of an iterative step, and characteristics of the produced optimal solutions are discussed.<br \/>\nAs time allows we shortly available software packages, sensitivity analysis, and some applications will be discussed. <\/p>\n<p>Note:<br \/>\nPreliminary knowledge of optimization, operations research models and methods is a plus, but everyone with good linear algebra and multi-dimensional calculus skills should be able to follow the course. <\/p>\n<p>PS: if you wish to be informed on the intiatives of the PhD program in Information Engineering, please refer to the <a href=\"https:\/\/informationengineering.dinfo.unifi.it\/\" target=\"_blank\">official website<\/a>, where a calendar is also available  <\/p>\n","protected":false},"excerpt":{"rendered":"<p>Prof. Tamas Terlaky will give a PhD course on &#8220;Modern convex optimization: Duality, Algorithms, Solutions and Interpretations &#8221; Lectures will be offered on Tuesday June 18, Wed June 19, Thu &#8230;<\/p>\n","protected":false},"author":4,"featured_media":0,"template":"","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[],"class_list":["post-1812","tribe_events","type-tribe_events","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/tribe_events\/1812","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/tribe_events"}],"about":[{"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/types\/tribe_events"}],"author":[{"embeddable":true,"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/users\/4"}],"version-history":[{"count":2,"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/tribe_events\/1812\/revisions"}],"predecessor-version":[{"id":1820,"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/tribe_events\/1812\/revisions\/1820"}],"wp:attachment":[{"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/media?parent=1812"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/tags?post=1812"},{"taxonomy":"tribe_events_cat","embeddable":true,"href":"https:\/\/datascience.unifi.it\/index.php\/wp-json\/wp\/v2\/tribe_events_cat?post=1812"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}