OPTIMIZATION METHODS
(Master of Science in Embedded Computing Systems - University of Pisa, Scuola Superiore Sant'Anna)

• Tuesday 8:30 - 11:30 room ADII2
• Wednesday 8:30 - 10:30 room C31

• Convex sets and convex functions
• Existence of optima and optimality conditions
• Lagrangian duality
• Data fitting problems and Support Vector Machines for classification problems
• Solution methods for unconstrained optimization problems
• Solution methods for constrained optimization problems
• Multiobjective optimization problems
• Noncooperative game theory

• S. Boyd, L. Vandenberghe, Convex optimization, Cambridge University Press, 2004
• M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear programming: theory and algorithms, Wiley & Sons, 2006 (Chapters 1-6, 8-9)
• J. Nocedal, S. Wright, Numerical Optimization, Springer Series in Operations Research and Financial Engineering, 2006 (Chapters 1-3, 5, 12, 16, 17)
• A.R. Conn, K. Scheinberg, L.N. Vicente, Introduction to Derivative-Free Optimization, SIAM series on Optimization, 2009 (Chapters 1, 7)
• D.T. Luc, Theory of Vector Optimization, Springer, 1989 (Chapters 2, 4)
• Y. Sawaragi, H. Nakayama, T. Tanino, Theory of Multiobjective Optimization, Academic Press, 1985 (Chapters 3, 7)
• M.J. Osborne, A. Rubinstein, A Course in Game Theory, MIT press, 1994 (Chapters 1-4)
• N. Nisan, T. Roughgarden, E. Tardos, V.V. Vazirani, Algorithmic Game Theory, Cambridge University Press, 2007 (Chapter 3)

• Graph and level sets of a function
• Nonlinear Optimization Theory     --     Dual of a nonconvex problem
• Data fitting:     fitting.txt     --     fitting.m
• Support Vector Machines:    svm1.txt   svm2.txt   svm3.txt    --    svm1.m   svm2.m   svm3.m
• Solution methods for unconstrained optimization problems:    ex_4_5.m   ex_6.m   f.m   ex_8_9.m   ex_10.m   ex_11_12.m
• Solution methods for constrained optimization problems:   Active-set method    ex_3_4.m    ex_6.m    ex_8.m
• Multiobjective optimization:     ex1.m   ex5.m   ex6.m   --   Exercises
• Noncooperative games:     ex4.m   ex7.m   gap.m   reggap.m   Dgap.m   --   Exercises
  
  
• Old written exams

Fac-simile of the written exam (with solutions)

Written exam: 10 June 2019 -- exam -- marks

Written exam: 1 July 2019 -- exam -- marks

Written exam: 22 July 2019 -- exam -- marks

Oral exam: 23 July 2019, 9:30, room L1 Polo Fibonacci (Largo Pontecorvo)    ---> Book the exam

Written exam: 16 September 2019, 15:00-18:00 - TECIP, PC room    ---> Book the exam

Oral exam: 18 September 2019, 15:00