IIT Indore Workshop "Mathematical Optimization & Applications".
Overview: Indian Institute of Technology Indore is organizing a short-term course on "Mathematical Optimization & Applications" from March 22nd to 27th March 2021. This short-term course introduces fundamental ideas of mathematical optimization, building upon solution strategies, along with the discussions on the practical aspects of optimization in a broad spectrum of areas.
- Introduction to Linear Programming, Simplex Method, Big M method/Two-Phase method, Duality, and Dual Simplex method.
- Integer Programming, Branch and Bound methods, Cutting plane algorithms, Transportation models, Assignment problems.
- Introduction to Linear Complementarity problems, Variational inequalities: equivalent optimization reformulations through gap functions.
- Characterizations of convex functions, First and Second-order necessary and sufficient optimality conditions for constrained optimization. Constrained optimization with equality constraints, Lagrange multipliers, projected gradient methods with equality constraints.
- Gradient and sub-gradient descent methods, the complexity of the algorithms in convex optimization. Fitzpatrick functions, the sum problem of maximal monotone operators, resolvents, and reflectors, the Douglas-Rachford splitting operator.
- Gaussian Processes in Machine Learning and Bayesian Optimization. Data envelopment analysis in connection with multi-objective optimization.
- Least-squares Problem for Matrices: QR Factorization and Singular Value Decomposition, Portfolio optimization, Decision making in competitive markets, Computation of Nash equilibria, Traffic equilibrium.
- NO FEE for faculty participants from Colleges/Institutes and Universities approved by AICTE
- Rs. 2000/- per faculty/researcher for those from Non-AICTE institutions/universities/colleges.
- Rs. 5000/- per participant for those from the industry.
- Date of Workshop: March 22nd to 27th March 2021.
- Mode of teaching: Online
- Participants who successfully complete the course will be awarded an e-certificate.
- Registration Deadline: 2nd March 2021
*For more details about the workshop check out the below-given link.*