|Weeks||37 - 51|
|Lecture||Monday, 13:15 - 15:00|
|Provider||Operations Research (LNMB), 4TU|
|Links||Course page (requires login)|
Continuous Optimization [Fall 2019]
The student should have a solid bachelor level knowledge linear algebra and multivariate analysis. The student should also have knowledge of linear optimization and convex analysis to the level of being able to follow the text and do the exercises from the following:
Aim of the course
This course aims to provide a concise introduction into the basics of continuous unconstrained, constrained and conic optimization.
The course starts with an analysis of convex sets and convex functions. Duality in convex optimization is the next topic. We consider Lagrange- and saddle-point duality. Then an introduction into theory and basic algorithms for unconstrained and constrained nonlinear problems is presented. The courses finished with the study of conic optimization problems.
The student will be able to:
Daniel Dadush, Centrum Wiskunde & Informatica, e-mail: firstname.lastname@example.org