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.