Mathematical Sciences

Lund University


Official Course Description


This course is given by the Department of Mathematics LTH (the LTH course code is FMAN60). 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.

Coming Sessions

Finished Sessions


Previous exams

2020-01-08 Exam Solutions
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
2017-01-12 Exam Solutions