Semidefinite Optimierung / Semidefinite Optimization

TU Chemnitz | Sommersemester 2022

Semidefinite Optimierung / Semidefinite Optimization

Semidefinite Optimierung / Semidefinite Optimization

Lineare Optimierung über dem Kegel der symmetrischen positiv semidefiniten Matrizen, Dualitätstheorie, semidefinit darstellbare Mengen, Lösungsverfahren, Anwendungen: diskrete Optimierung, Sum-of-squares und Momenten-Matrizen, Optimierung über Polynomen, robuste Optimierung, ...

The course will be given in English if any student prefers so:

Linear optimization over cones (in particular second order cone SOC and positive semdefinite cone PSC), duality theory, SOC- and PSC-representable sets, solution methods and applications: discrete optimization, sum-of-squares (SOS) and moment matrices, polynomial optimization, robust optimization

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