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
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
|
|
Prof. Saketh Nath, Department of Computers Science & Engineering, IIT Bombay, Mumbai |
8 |
Title: Optimization in Machine Learning
|
|
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
- Mallik
- Ankur
- Vishnu
- Ashutosh
- Saketh
- 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) |
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(name of the speaker) |
(name of the speaker) |
|
(name of the speaker) |
|
(Names of the tutors) |
|
|
Mon |
9 May |
Mallik |
Mallik |
Ankur |
Mallik |
|
Mallik |
|||
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Tues |
10 May |
Mallik |
Mallik |
Ankur |
Mallik |
|
Mallik |
|||
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Wed |
11 May |
Mallik |
Mallik |
Ankur |
Ankur |
|
Ankur |
|||
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Thu |
12 May |
Ankur |
Ankur |
Vishnu |
Vishnu |
|
Ankur |
|||
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Fri |
13 May |
Vishnu |
Vishnu |
Ankur |
Ankur |
|
Vishnu |
|||
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Sat |
14 May |
Vishnu |
Vishnu |
Vishnu |
Vishnu |
|
Vishnu |
|||
|
Mon |
16 May |
Ashutosh |
Ashutosh |
Saketh |
Saketh |
|
Ashutosh |
|||
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Tue |
17 May |
Ashutosh |
Ashutosh |
Saketh |
Saketh |
|
Ashutosh |
|||
|
Wed |
18 May |
Saketh |
Saketh |
Hemachandra |
Hemachandra |
|
Saketh |
|||
|
Thi |
19 May |
Hemachandra |
Hemachandra |
Ashutosh |
Ashutosh |
|
Saketh |
|||
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Fri |
20 May |
Hemachandra |
Hemachandra |
Saketh |
Saketh |
|
Hemachandra |
|||
|
Sat |
21 May |
Ashutosh |
Ashutosh |
Hemachandra |
Hemachandra |
|
Hemachandra |