COURSE ANNOUNCEMENT

ORIE 6327, Semidefinite Programming, Spring 2012

Instructor:  M.J. Todd, 229 Rhodes Hall, 5-9135

Time and place: TR 11:40 -- 12:55, Phillips 307.

Linear optimization over the cone of positive semidefinite symmetric
matrices; applications to control theory, eigenvalue optimization, and
strong relaxations of combinatorial optimization problems; duality;
computational methods, particularly interior-point algorithms. We
will also consider related problems (such as second-order cone
programming, minimum-rank problems, and nearest correlation matrix
problems) and first-order methods.

OR&IE 6300, Mathematical Programming I is a prerequisite, or permission
of the instructor. I hope students will have had some exposure to
interior-point methods, either through this course or through OR&IE 6325.
The main requirement is mathematical maturity: a solid background in
analysis and linear algebra.

Mike Todd, miketodd@orie.cornell.edu, mjt7@cornell.edu