Wednesday, July 15, 2026 12:00 pm
-
1:00 pm
EDT (GMT -04:00)
An introduction to convex optimization and conic programming
Carlos Pascual
Location: QNC 1201
Abstract
Nonlinear optimization programs based on linear and convex functions can be efficiently solved via numerical methods thanks to the so-called convex optimization framework. This formalism finds applications in fields like finance, aerospace engineering, and quantum technologies. With this seminar, we will explore the principles of convex optimization, including duality, KKT conditions, and barrier functions. This discussion is followed by an introduction to conic programming, a subfield that leverages intuitive geometric notions to efficiently perform convex optimization.