CO 769, Winter 2010 Title: Topics in Numerical Semidefinite Programming: Modelling/Relaxations, Algorithms/Implementations, and Applications Instructor Henry Wolkowicz (MC6065, x35589) Time: 3:30-5:00PM, MW Location: MC 2018A URL: http://orion.math.uwaterloo.ca/~hwolkowi/henry/teaching/w10/769.w10/index.shtml Classes start on Monday, Jan 11, 2010. -------------------------------------- This course deals with "Cone Optimization" and emphasizes the practical aspects of the theory, algorithms, and applications. The emphasis is on developing a robust theory and deriving robust algorithms and models. Outline 1. Introduction and Background Basic results for Linear, Semidefinite, and Second Order Cone Programming 2. Duality Theory 3. Algorithms for Linear and Semidefinite Programming 4. Applications to hard combinatorial problems