Mathematical Sciences

Lund University

Optimization

Official Course Description

Description

Starting 2017/18 the course code is FMAN60, see http://www.maths.lth.se/course/optnykod/

Contents: Quadratic forms and matrix factorisation. Convexity. The theory of optimization with and without constraints: Lagrange functions, Kuhn-Tucker theory. Duality. Methods for optimization without constraints: line search, steepest descent, Newton methods, conjugate directions, non-linear least squares optimization. Methods for optimization with constraints: linear and quadratic programming, penalty and barrier methods.

Finished Sessions

Examination


Previous exams

2018-08-27 Exam Solutions
2018-04-11 Exam Solutions
2018-01-11 Exam Solutions
2017-04-18 Exam Solutions
2017-01-12 Exam Solutions
2016-05-13 Exam Solutions
2016-01-12 Exam Solutions
2015-05-07 Exam Solutions
2015-01-12 Exam Solutions
2014-08-28 Exam Solutions
2014-04-22 Exam Solutions
2013-12-16 Exam Solutions

Course Information

LTH Code:FMA051
PHD Code: FMA051F
Credits:6.0
Level:Advanced Level
Language:English

Prerequisites

CEQ

CEQ - Optimization