Digitise, optimise, visualise - Module 2

Optimsation is an important tool across all fields of quantitative research. This includes finance, engineering, economics, biology, physics, astronomy,....you name it. In this summer school you will learn

*) how to formulate a problem

*) when you can be sure that you will find an optimal solution to your problem

*) how to solve an optimisation problem with a computer

*) how to visualise problems and solutions with a computer

To learn all of this we will introduce you to fundamental mathematical ideas that are at the heart of our modern world. These concepts have very appealing geometric interpretations and we will work with innovative teaching concepts and visualisations to sharpen your intuition. Our tool of choice will be python, a widely used program in data science. You will learn how to access data and optimisation libraries and how to visualise your problems. In 3 weeks we will guide you from zero to cutting-edge applications and knowledge that will prove useful in your work as a student, or industry professional.

Module 2: Optimisation: Theory and Practice (8 July - 13 July, 3 ECTS)
Normed linear spaces, Hilbert spaces, dual spaces, convexity and projections. Without a background in mathematics these terms may appear shocking and intimidating. This need not be. With our innovative teaching approach we will first reduce the basic mathematical ideas into simple geometric relations that we will be able to visualise. We will then help you understand the abstract formulations and apply them to any problem you may think of. Through linearity and convexity we will be able to explore the useful field of convex optimisation, the study of uniquely solvable optimization problems. Among others, we will learn about semidefinite programs, geometric programs, and cone programs with real-world applications.

Digitize Optimise Visualize (pdf, 64 Kb)

Send questions to: [email protected]

Full details and link to the registration portal: www.usi.ch/it/summerschooldov2019