Adam Andrzej Kurpisz: Catalogue data in Spring Semester 2021

Name Dr. Adam Andrzej Kurpisz
Address
Institut für Operations Research
ETH Zürich, HG G 22.1
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 40 17
E-mailadam.kurpisz@ifor.math.ethz.ch
URLhttp://n.ethz.ch/~kurpisza/
DepartmentMathematics
RelationshipLecturer

NumberTitleECTSHoursLecturers
401-3908-21LPolynomial Optimization6 credits3GA. A. Kurpisz
AbstractIntroduction to Polynomial Optimization and methods to solve its convex relaxations.
ObjectiveThe goal of this course is to provide a treatment of non-convex Polynomial Optimization problems through the lens of various techniques to solve its convex relaxations. Part of the course will be focused on learning how to apply these techniques to practical examples in finance, robotics and control.
ContentKey topics include:
- Polynomial Optimization as a non-convex optimization problem and its connection to certifying non-negativity of polynomials
- Optimization-free and Linear Programming based techniques to approach Polynomial Optimization problems.
- Introduction of Second-Order Cone Programming, Semidefinite Programming and Relative Entropy Programming as a tool to solve relaxations of Polynomial Optimization problems.
- Applications to optimization problems in finance, robotics and control.
Lecture notesA script will be provided.
LiteratureOther helpful materials include:
- Jean Bernard Lasserre, An Introduction to Polynomial and Semi-Algebraic Optimization, Cambridge University Press, February 2015
- Pablo Parrilo. 6.972 Algebraic Techniques and Semidefinite Optimization. Spring 2006. Massachusetts Institute of Technology: MIT OpenCourseWare, . License: .
Prerequisites / NoticeBackground in Linear and Integer Programming is recommended.