This course aims to introduce the students the fundamentals of convex optimization. The main topics include Lagrangian duality, Newton’s Method, Ellipsoid Method, Interior Point Method, and the basics of conic optimization. The students are expected to be able to understand the solvability and time complexity for different models, know how to establish efficient models for practical problems, use Matlab or other softwares to solve them, and most important of all, read research papers in OR/OM field.

Continuous Assessment: 60%

Examination: 40%

Examination Duration: 2 hours