Mathematical Sciences

Lund University

Optimization

Official Course Description

Description

The aim of the course is to present basic optimization theory, and to give an overview of the most important methods and their practical use.

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 optimization, quadratic programming, penalty and barrier methods.

This course previously had the code FMA051

Current Sessions

Finished Sessions

Examination


Previous exams

2019-08-23 Exam Solutions
2019-04-29 Exam Solutions
2019-01-09 Exam Solutions
2018-08-27 Exam Solutions
2018-04-11 Exam Solutions
2018-01-11 Exam Solutions

Course Information

LTH Code:FMAN60
PHD Code: FMAN60F
Credits:6.0
Level:Advanced Level
Language:English

CEQ

CEQ - Optimization