Numerical Optimisation ( 8 hours)

Teacher: Prof. Paolo Di Lorenzo ( Sapienza University of Rome)

This is a methodological course whose objectives are to make the students able to formulate and solve numerical optimization problems. Convex and nonconvex optimization are presented and applied to several examples regarding the extraction of information from data. These goals are achieved by first teaching the theoretical foundations necessary to solve the above problems, and then inviting the students to write computer programs implementing the algorithms solving the problems of interest. Hands-on use of the illustrated techniques, based on dedicated libraries for numerical optimsation, applied to selected case studies.