Introduction to Optimization

University of Wisconsin–Madison

Instructor: Laurent Lessard

This course is an introduction to optimization from a modeling perspective. The aim is to teach students to recognize and solve optimization problems that arise in industry and research applications. Examples will be drawn from a variety of disciplines, including computer science, operations research, control and mechanical engineering, machine learning, and business/finance.

IMPORTANT: The notes and videos below are from Spring 2017-18, which was the last time Prof. Lessard taught this course. More recent offerings of the course might use different notes/materials. In particular, all code examples below were written for an older version of Julia and may no longer compile on the latest release!

Course material Class Projects Resources