Continuous Optimization

Basic information

Workload: 

60 hours

Prerequisite: 

CALCULUS IN SEVERAL VARIABLES, Linear and Integer Programming

Syllabus: 

Convex analysis, classes of convex problems, optimality conditions, algorithms for non-linear convex programming. Dynamic Programming and applications.

 

Teaching Plan

Bibliography

Mandatory: 

  • Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization, SIAM, Philadelphia, 2001.
  • D. Bertsimas, J.N Tsitsiklis, Introduction to linear optimization, Athena Scientific, 1997.
  • S. Boyd, L. Vandenberghe, Convex Optimization, Cambridge University Press, 2009.

Complementary: 

•    Yanasse, Horacio Hideki; Arenales, Marcos; Morabito, Reinaldo; Armentano, Vinícius Amaral . Operational Research: Modeling and Algorithms. Elsevier-Campus.
•    Cormen, Thomas H et al. Algorithms: theory and practice. Campus, 2012 ..
•    Belfiore, Patrícia; Favero, Luiz Paulo. Operational Research for Engineering Courses. Elsevier.
•    Godlbarg, Marco L; Luna, Henrique P. C. Combinatorial Optimization and Linear Programming. Campus, 2005.
•    Hillier, F.S; Lieberman, G. Introduction to Operations Research. Bookman, 2013.