AIS Optimization (2016) - Speakers and Syllabus

Syllabus to be covered in terms of modules of 6 lectures each :

Name of the Speaker with affiliation, who will cover each module of 6 lectures.

No. of Lectures

Detailed Syllabus

Prof. K.S. Mallikarjuna Rao, IEOR, IIT Bombay, Mumbai

 

8

Title: Basic Real Analysis

Abstract:

Open/closed sets, completeness, compactness, upper/lower semicontinuity, Bolzano-Weierstrass theorem, existence of optima by compactness – lower/upper semicontinuity argument, Gateau and Frechet derivatives, subdifferentials, first and second order conditions for optima, KKT conditions (McShane proof)

Prof. Ankur Kulkarni, Systems & Control, IIT Bombay, Mumbai

8

Title: Convex Optimization


Abstract:

Basic properties of convex sets and functions, separation theorem, Lagrange multiplier theorem, Fenchel duality:strong and weak duality, Slater point and constraint qualifications

Prof. Vishnu Narayanan, IEOR, IIT Bombay, Mumbai

 

8

Title: Integer Programming

 

Abstract:

Modeling using integer variables, polyhedra and valid inequalities, relaxation, branch and bound, modern cutting plane theory, extended formulations and extension complexity

Prof. Ashutosh Mahajan, IEOR, IIT Bombay, Mumbai

 

8

Title: Nonlinear Programming Algorithms


Abstract: Gradient descent, conjugate gradient method, Newton and quasi-Newton schemes, cutting plane methods

Prof. Saketh Nath, Department of Computers Science & Engineering, IIT Bombay, Mumbai

8

Title: Optimization in Machine Learning


Abstract: Applications of semidefinite and cone programming in machine learning, nonconvex problems,

 

Prof. N. Hemachandra

Dept of Industrial Engineering & Operations Research (IEOR),

IIT Bombay

8

Title: Stochastic Dynamic Programming

 

Abstract: Introduction to dynamic optimization, stochastic dynamic programming

 Names of the tutors

  1. Mallik
  2. Ankur
  3. Vishnu
  4. Ashutosh
  5. Saketh
  6. Hemachandra

Day

Date

Lecture 1

9.30–10.30

Tea

10.35

Lecture 2

11.00–12.00

Lecture 3

12.15 – 1.15

Lunch

1.00–2.30

Lecture 4

2.30-3.30

Tea

3.35

Tutorial/

Discussion

4.00-5.00

Tea/

Snacks

5.05-5.30

 

2016

(name of the speaker)

 

 

 

 

 

 

 

 

 

 

 

 

 

(name of the speaker)

(name of the speaker)

 

 

 

 

 

 

 

 

 

 

 

 

 

(name of the speaker)

 

(Names of the tutors)

 

 

 

 

 

 

 

 

 

 

 

 

 

Mon

9 May

Mallik

Mallik

Ankur

Mallik

 

Mallik

Tues

10 May

Mallik

Mallik

Ankur

Mallik

 

Mallik

Wed

11 May

Mallik

Mallik

Ankur

Ankur

 

Ankur

Thu

12 May

Ankur

Ankur

Vishnu

Vishnu

 

Ankur

Fri

13 May

Vishnu

Vishnu

Ankur

Ankur

 

Vishnu

Sat

14 May

Vishnu

Vishnu

Vishnu

Vishnu

 

Vishnu

Mon

16 May

Ashutosh

Ashutosh

Saketh

Saketh

 

Ashutosh

Tue

17 May

Ashutosh

Ashutosh

Saketh

Saketh

 

Ashutosh

Wed

18 May

Saketh

Saketh

Hemachandra

Hemachandra

 

Saketh

Thi

19 May

Hemachandra

Hemachandra

Ashutosh

Ashutosh

 

Saketh

Fri

20 May

Hemachandra

Hemachandra

Saketh

Saketh

 

Hemachandra

Sat

21 May

Ashutosh

Ashutosh

Hemachandra

Hemachandra

 

Hemachandra