10.557 -- Mixed-integer and Nonconvex Optimization
Course Description: Presents the theory and practice of deterministic algorithms for locating the global solution of NP-hard optimization problems. Recurring themes and methods are convex relaxations, branch-and-bound, cutting planes, outer approximation and primal-relaxed dual approaches. Emphasis is placed on the connections between methods. These methods will be applied and illustrated in the development of algorithms for mixed-integer linear programs, mixed-integer convex programs, nonconvex programs, mixed-integer nonconvex programs, and programs with ordinary differential equations embedded. The broad range of engineering applications for these optimization formulations will also be emphasized. Students will be assessed on homework and a term project for which examples from own research are encouraged.

This class is at the Graduate level
Instructor: P. I. Barton
Prerequisites: 10.34 or 15.053

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