Handbook

This is an advanced level mathematical course in linear, conic and discrete optimization for undergraduate students from all disciplines. Optimization is the mathematical problem of finding a decision to achieve the best possible outcome while satisfying certain restrictions. Linear optimization, conic linear optimization and discrete optimization problems are basic building blocks of optimization. They arise in a myriad of applications: electricity markets, airlines, logistics, public transport, international shipping, mining, finance, engineering, and data science. The course includes lectures and tutorials covering topics such as basic mathematical theory, modelling techniques, computational methods and selected applications of linear, conic and discrete optimization.