ESI 6492. Class Materials

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Homework Assignments:

Homework I Solutions

Homework II Solutions

Sample Mid-Term Exam

Class Materials:

1. Convex Sets and Functions

2. Optimization Basics

3. Convex Envelopes, Duality

4. Complexity Issues

5. Quadratic Programming I

6. Optimality Conditions for Binary QP

7. Complexity of Quadratic Optimization: Enumerative Methods

8. A Branch and Bound Algorithm for Quadratic 0–1 Programming

9. Dual Estimates in Quadratic Problems

10. Dual quadratic estimates for the maximum independent set problem

11. Separation and Interpolation

12. General Concave Minimization

13. General Concave Minimization: Cutting Plane Algorithms

14. Outer and Inner Approximation Algorithms

15. Concave Minimization: Branch and Bound Algorithms

16. An Introduction to D.C. Programming

17. Lipschitz Optimization

18. Global Optimization on Networks

Reading Materials:

On the Passage from Locoal to Global Optimization

The Status of the P versus NP Problem

Frechet Differentiability of Convex Functions

TRUST: A Deterministic Algorithm for Global Optimization, by Jacob Barhen, Vladimir Protopopescu, and David Reister, Science 16, May 1997 276: 1094-1097

Global Optimization of Clusters, Crystals, and Biomolecules, by David J. Wales and Harold A. Scheraga, Science 27, August 1999 285: 1368-1372

Taboo Search: An Approach to the Multiple Minima Problem, by Djurdje Cvijovicacute and Jacek Klinowski, Science 3, February 1995 267: 664-666

Robust single-particle tracking in live-cell time-lapse sequences, by Khuloud Jaqaman, Dinah Loerke, Marcel Mettlen, Hirotaka Kuwata, Sergio Grinstein, Sandra L Schmid, Gaudenz Danuser, Nature Methods 5, 695-702 (20 July 2008)

P.M. Pardalos, On the passage from local to global in optimization, In "Mathematical Programming: State of the Art 1994" (Edited by J.R. Birge & K.G. Murty), The University of Michigan (1994), pp. 220-247

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