Optimisation

Part IB - Easter 2018

Description

The aim of this course, lectured in Part IB at the University of Cambridge, is to give an introduction to convex and linear optimisation.

Course page - Schedule - Summary

Lecture notes

Informal notes, no originality is claimed for its contents. Please let me know of any errors.

Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 5
Lecture 6
Lecture 7
Lecture 8
Lecture 9
All notes

Example sheets

These are designed for students having attended the course from 2018 onward, and being examined in 2019 onward.

Sheet 1
Sheet 2