STANFORD MS&E314/CME336
Conic Linear Optimization
(SOCP and SDP, etc.)
Winter 2012-2013

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Partial List of Topics:

* Semideinite Programming (SDP) Formulation

* SDP Duality Theory

* Interior-Point Algorithms for SDP

* SDP Decomposition

* SDP in Euclidean Distance Geometry

* Other Applications and Extensions


Tentative Course Schedule

Lecture 1:

Linear and Conic Programming Models

Lecture 2:

Mathematical Preliminaries

Lecture 3:

Theories of Conic Inequalities

Lecture 4:

Duality of SDP I

Lecture 5:

Duality of SDP II

Lecture 6:

Interior-Point Algorithms I

Lecture 7:

Interior-Point Algorithms II

Lecture 8:

SDP Decomposition

Lecture 9:

SDP for Ad Hoc Sensor Network Localization

Lecture 10:

Distributed Computing for Localization

Lecture 11:

SDP for Computing the Radii of Projected Point Sets

Lecture 12:

SDP for Dimension Reduction and Metric Embedding

Lecture 13:

SDP for Euclidean Ball Parking and Folding

Lecture 14:

Distributed Computing for Geometry Optimization

Lecture 15:

SDP in Combinatorial Optimization I

Lecture 16:

SDP in Combinatorial Optimization II

Lecture 17:

SDP in Robust Optimization

Lecture 18:

SDP in Statistics Computing

Lecture 19:

Other Applications I

Lecture 20:

Other Applications II

Lecture 21:

Other Extensions and Reviews