SNUx: Introduction to Optimization
offered by Seoul National University

Public University
Estd. 1946

SNUx: Introduction to Optimization
at
SNU
Overview

A self-contained course on the fundamentals of modern optimization with equal emphasis on theory, implementation, and application. We consider linear and nonlinear optimization problems, including network flow problems and game-theoretic models in which selfish agents compete for shared resources.

Duration	8 weeks
Total fee	₹4,492
Mode of learning	Online
Official Website	Go to Website
Course Level	UG Certificate

SNUx: Introduction to Optimization
at
SNU
Highlights

Earn a certificate from Seoul National University
World-class institutions and universities
Access to course materials
Graded assignments and exams

SNUx: Introduction to Optimization
at
SNU
Course details

Skills you will learn

Excel Networking Routing

Who should do this course?

For individuals who want to enhance their skills

What are the course deliverables?

The simplex method for linear programs
Solving optimization problems in Microsoft Excel
The theory of strong and weak duality
Zero-sum games, and the LP formulation for the optimal strategy
Network flow problems and a practical simplex method
Optimality structure of nonlinear programming and necessary optimality conditions
Convex optimization problems and their necessary and sufficient conditions
The gradient-descent algorithm for nonlinear programs
Newton’s method for nonlinear programs
Interior point method for constrained convex optimization
Modelling the subway system with routing games

More about this course

A self-contained course on the fundamentals of modern optimization with equal emphasis on theory, implementation, and application
We consider linear and nonlinear optimization problems, as well as closely related fields such as network flow models and game-theoretic models in which selfish agents compete for shared resources
We apply these models to real-world scenarios such as routing problems in urban railway management

SNUx: Introduction to Optimization
at
SNU
Curriculum

Week 1: What is optimization, and why do we need it? Optimization problems and the linear model. Introduction to the simplex method

Week 2: Solving LPs with the two-stage simplex method. Optimizing the supply chain with LP, and other applications. Solving LPs in Excel and sensitivity analysis

Week 3: Duality theory: economic interpretation, geometric interpretation. Strong duality and why it matters. Zero-sum games and their relation with LP duality

Week 4: Intro to networks. Minimum cost flow algorithm and the network simplex method. Function approximations via linear programs

Week 5: Intro to nonlinear optimization. Functions, gradients, and search directions. The KKT optimality conditions

Week 6: What makes an optimization problem easy or hard? Properties of convex optimization problems. Duality again: The KKT conditions revisited

Week 7: Gradient-based algorithms for unconstrained NLP. Isaac Newton’s method. Dealing with constraints: the log barrier

Week 8: Modeling the subway system with routing games. Equilibrium conditions and their solution via optimization