Covers the basics of optimization, including historical perspectives, mathematical formulations, and practical applications in decision-making problems.
Explores Sum of Squares polynomials and Semidefinite Programming in Polynomial Optimization, enabling the approximation of non-convex polynomials with convex SDP.
Explores portfolio optimization models and strategies under uncertainty, emphasizing decision criteria like value-at-risk and mean-variance functional.
Covers Markov Chain Monte Carlo for sampling high-dimensional distributions, discussing challenges, advantages, and applications like the Knapsack Problem and cryptography.
