ORIE 6325 Interior-Point Methods for Mathematical Programming
NOT OFFERED THIS YEAR Fall. 3 credits. Prerequisites: MATH 4110 and ORIE 6300, or permission of instructor. Next offered 2011–2012.
Interior-point methods for linear, quadratic, and semidefinite programming and, more generally, for convex programming. Discusses the basic ingredients—barrier functions, central paths, and potential functions—that go into the construction of polynomial-time algorithms and various ways of combining them. Emphasizes recent mathematical theory and the most modern viewpoints.