Pitt | Swanson Engineering
Courses
Industrial Engineering Course Description

IE 3053 - GLOBAL OPTIMIZATION


THIS IS AN INTRODUCTORY COURSE TO THE THEORY AND APPLICATIONS OF GLOBAL OPTIMIZATION. THE TOPICS COVERED IN THIS COURSE INCLUDE PROPERTIES OF CONVEX/NON-CONVEX SETS AND FUNCTIONS, CONVEX ENVELOPES, DUALITY, LOCAL AND GLOBAL OPTIMALITY CONDITIONS, ALGORITHMS AND THEIR CONVERGENCE AND FINITENESS, COMPUTATIONAL COMPLEXITY OF GLOBAL OPTIMIZATION, CUTTING PLANES, OUTER APPROXIMATION, CONVEXIFICATION, DECOMPOSITION, BRANCH AND BOUND, D.C. PROGRAMMING, LIPSCHITZIAN PROGRAMMING.

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