More detailed information on locations and timetable
Course locations
Everything takes place in the main [Newhaven] lecture theatre of ICMS except for- Lab classes: in the basement of the Hugh Robson Building
- Modelling stream presentations: Seminar Room of ICMS
- Theoretical stream assessment (for some students): Seminar Room of ICMS
Course documents
Hard copies of course documents [except for the locations and timetable information (above) and Computing information (below)] will not be given out.
Solutions of the course assessment- Welcome information for the convex optimization course
- Pre-reading for the convex optimization course
- Computing information: lab login and wifi
Course lecturers
- Michael Ferris (Wisconsin) ferris@cs.wisc.edu
- Paresh Date (Brunel) Paresh.Date@brunel.ac.uk
- Sergio Garcia Quiles (Edinburgh) Sergio.Garcia-Quiles@ed.ac.uk
- Jacek Gondzio (Edinburgh) J.Gondzio@ed.ac.uk
- Julian Hall (Edinburgh) J.A.J.Hall@ed.ac.uk
Lecture documents
Hard copies of lecture documents will not be given out.
Paresh Date (All students)
These lecture documents are identical the first section of the pre-reading.
- Foundations Of Convexity
- General Convex Optimization I
- General Convex Optimization II
- General Convex Optimization II supplement
Sergio Garcia Quiles (Modelling Stream)
The first of these lecture documents is identical the second section of the pre-reading.
- Short Introduction to Xpress
- Modelling wtih Xpress
- Assignment basic text
- Assignment full text
- Assignment
- Xpress files
Jacek Gondzio
- All students: Interior Point Methods for Linear Programming
- All students: Interior Point Methods for Convex Quadratic Programming
- Theoretical Stream: Interior Point Methods for Semidefinite Programming and Second-Order Cone Programming
Julian Hall
- All students: Linear Programming (Part I)
- Theoretical Stream: Structure and Matrix Sparsity (Part I)
- Theoretical Stream: Structure and Matrix Sparsity (Part II)
Michael Ferris
- All students: Optimality conditions and complementarity, Nash equilibria and games, engineering and economic application
- Theoretical Stream: Optimization and Equilibrium in Energy Economics
- Workshop: Fish, Cows, Fields of Fuel and Optimization