Introduction to Numerical Optimization: Problem Sets with Solutions

Most of these notes were written while serving as a teaching assistant for the Introduction to Numerical Optimization course taught to first and second-year graduate students by Pr. Quentin Louveaux in the Department of Electrical Engineering and Computer Science at the University of Liège, Belgium. They complement the teaching material covering the basic theory underpinning the classes of optimization models and methods discussed in this course. Appropriate reference to theoretical concepts and reminders are made in the worked-out solutions, which makes them reasonably self-contained and accessible to students and practitioners with a college-level grasp of calculus and linear algebra.