Syllabus
ESI
6492/8359/3: Global Optimization
Instructor: Professor Panos M.Pardalos
Office: 401 Weil Hall
Tel: 392-9011 ext 2017
E-mail: pardalos@ufl.edu
Url: http://www.ise.ufl.edu/pardalos/
Office Hours: MW 3rd period or by appointment
TA: Oleg Shylo
Office: 401 Weil Hall
E-mail: shylo@ufl.edu
Url:
Office Hours: MW 9th period
Class Hours: MW: 10-11th period
Classroom: Weil 234.
Course description: Global optimization problems appear in a wide range of applications in operations research, economics, statistics, medicine, engineering and computer sciences. In this course we introduce the student to the main concepts and techniques of global optimization. Topics to be covered include: Properties of Nonconvex Functions, Convex Envelopes, Duality, Complexity, Applications and Software Issues, Algorithms for Quadratic Programming, Concave Minimization, D.C. Programming, Lipschitz Optimization, Nonconvex Network Flow Problems, Decomposition Algorithms.
Prerequisities or Co-requisities: Linear and Nonlinear Programming, or equivalent.
Required Textbook: R. Horst, P.M. Pardalos and N.V. Thoai: "Introduction to Global Optimization", Kluwer Academic Publishers, 2001, ISBN: 0-7923-6756-1 (2nd edition) Information on the book can be found in: http://www.springer.com/978-0-7923-6756-7
Other references:
- Selected papers published in the Journal of Global Optimization will be discussed in the class or given to students for study and analysis.
