Mathematical Sciences

Lund University

Optimization

Official Course Description

Description

This course is given by the Department of Mathematics LTH (the LTH course code is FMA051). Students enrolled in the Bachelor´s or Master´s Programme in Mathematics at the Faculty of Science can take this course as an optional course within the programme.

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.

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Previous exams

2017-01-12 Exam Solutions