Convex Optimization (22/23)

Faculteit Science and Engineering
Jaar 2021/22
Vakcode WMMA006-05
Vaknaam Convex Optimization (22/23)
Niveau(s) master
Voertaal Engels
Periode semester I a
ECTS 5
Rooster tweejaarlijks, niet in 2019/2020

Uitgebreide vaknaam Convex Optimization (tweejaarlijks 2022/2023)
Leerdoelen The goals of the course are to provide working knowledge of convex optimization so that the
students can
1. recognize convex optimization problems,
2. model problems as convex optimization problems,
3. solve convex optimization problems,
4. prove basic statements of convex/nonsmooth analysis,
5. use numerical software packages in order to solve convex optimization problems.
Omschrijving The course aims at covering typical examples of, theory behind, and numerical solution methods for convex optimization. The prerequisites for the course are basic real analysis and linear algebra. Topics that will be covered include convex sets/functions, basic convex analysis, linear and quadratic programs, semidenite programming, optimality conditions and duality, nonsmooth analysis, typical applications and numerical software.

During the course a set of self-contained slides will be provided to the students based on the following textbooks:
- Bertsekas, Nedic, and Ozdaglar, Convex Analysis and Optimization
- Borwein and Lewis, Convex Analysis and Nonlinear Optimization
- Boyd and Vanderberghe, Convex Optimization.
Uren per week
Onderwijsvorm Hoorcollege (LC)
Toetsvorm Opdracht (AST), Schriftelijk tentamen (WE)
(During the course, students will receive three sets of homeworks (2nd, 4th and 6th week). The final grade will be computed as : FG = 0.2 H1 + 0.2 H2 + 0.2 H3 + 0.4 Ex, where FG is the final grade, Hi is the ith homework, and Ex the grade for the written exam.)
Vaksoort master
Coördinator prof. dr. M.K. Camlibel
Docent(en) prof. dr. M.K. Camlibel
Entreevoorwaarden
Opmerkingen This course was registered last year with course code WMMA16005
Opgenomen in
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