MATH5215 Special Topic Applied Maths - Conic Optimisation

MATH5215 is a Special Topic in Applied Mathematics course for Honours and Postgraduate Coursework students. The topic for Semester 2, 2018 is Conic Optimisation. See the course overview below.

Units of credit: 6

Prerequisites:

Cycle of offering: Course not offered every year and topics rotate

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: Course outline(pdf)

The Online Handbook entry contains information about the course timetable. (The timetable is only up-to-date if the course is being offered this year.)

If you are currently enrolled in MATH5215, you can log into UNSW Moodle for this course.

Course Overview

Conic programming is one of the core areas in modern optimisation. Conic models such as semidefinite programming have broad applications in real life, at the same time presenting nontrivial computational and research challenges that result in rich underlying theory and difficult open problems.

The aim of these lectures is to cover the fundamentals of conic optimisation and give an overview of the modern developments in the field. This includes the basics of structured convex analysis, modern optimisation methods, representation problems and techniques, complexity and ill-posedness issues, and a discourse on current research directions and open problems.

Upon successful completion of this course the participants will have built a solid understanding of structural properties of convex sets in finite-dimensional spaces and geometric duality theory that will allow them to construct proofs using the basic convex analysis techniques and assess the complexity, ill-posedness and representability issues of convex models and problems. The secondary aim of this course is to take the participants to the frontiers of current research in convex optimisation, building the background and language necessary to access advanced research literature on the topic.