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
All notes

Example sheets

For students currently in IB, taking the examination this year, I advice to use the previous year's sheet, the new material is not examinable this year.

Sheet 1