This course follows naturally OPT1, which covers the theory part of continuous optimisation. OPT1 focuses on optimality conditions, convexity, and duality. In OPT1, we will look at how to use these notions to build algorithms that solve the problems.
In particular, the aim of the course is to be able to answer the questions,
1. Given an optimisation problem, which algorithm do I use to solve it?
2. Which properties and theoretical guarantees does the algorithm that I have chosen have?
3. Conversely, if I want to use a certain algorithm, which characteristics does the optimisation problem need to have?
In order to answer to these three questions, we will need to build a theory of algorithms, and ultimately understand what we really mean by solving an optimisation problem.
In particular, the aim of the course is to be able to answer the questions,
1. Given an optimisation problem, which algorithm do I use to solve it?
2. Which properties and theoretical guarantees does the algorithm that I have chosen have?
3. Conversely, if I want to use a certain algorithm, which characteristics does the optimisation problem need to have?
In order to answer to these three questions, we will need to build a theory of algorithms, and ultimately understand what we really mean by solving an optimisation problem.
