Continuous Optimization
Convex analysis, classes of convex problems, optimality conditions, algorithms for non-linear convex programming. Dynamic Programming and applications.
Basic Information
Workload
60 hours
Requirements
CALCULUS IN SEVERAL VARIABLES, Linear and Integer Programming
Mandatory:
- Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization, SIAM, Philadelphia, 2001.
- D. Bertsimas, J.N Tsitsiklis, Introduction to linear optimization, Athena Scientific, 1997.
- S. Boyd, L. Vandenberghe, Convex Optimization, Cambridge University Press, 2009.
Complementary:
- Yanasse, Horacio Hideki; Arenales, Marcos; Morabito, Reinaldo; Armentano, Vinícius Amaral . Operational Research: Modeling and Algorithms. Elsevier-Campus.
- Cormen, Thomas H et al. Algorithms: theory and practice. Campus, 2012 ..
- Belfiore, Patrícia; Favero, Luiz Paulo. Operational Research for Engineering Courses. Elsevier.
- Godlbarg, Marco L; Luna, Henrique P. C. Combinatorial Optimization and Linear Programming. Campus, 2005.
- Hillier, F.S; Lieberman, G. Introduction to Operations Research. Bookman, 2