Credits: 5

Schedule: 30.10.2019 - 11.12.2019

Teaching Period (valid 01.08.2018-31.07.2020): 

II 2018 – 2019, 2019 – 2020 (autumn)

Learning Outcomes (valid 01.08.2018-31.07.2020): 

Students will be introduced and traines for some fundamental skills for solving convex optimization problems. They will be introduced to duality theory and optimality conditions. They will build a background required to use the convex optimization methods and numerical algorithms in their own research or engineering work. They will be also  provided with a number of examples of successful application of convex optimization techniques in engineering, science, and economics.

Content (valid 01.08.2018-31.07.2020): 

Optimality conditions, duality theory, theorems of alternative. Minimax, extremal volume, and other application problems. Introduction to interior-point methods.

Assessment Methods and Criteria (valid 01.08.2018-31.07.2020): 

Lectures, exercises, assignments, final exam.

Workload (valid 01.08.2018-31.07.2020): 

Lectures, exercises, final exam approximately 30 h

Assignments, independent work approximately 103 h

Total 133 h

Attendance in some contact teaching may be compulsory.

Course Homepage (valid 01.08.2018-31.07.2020):

Prerequisites (valid 01.08.2018-31.07.2020): 

Recommended ELEC-E5422 Convex Optimization I P and a course on Linear Algebra or Matrix Computations

Grading Scale (valid 01.08.2018-31.07.2020): 


Registration for Courses (valid 01.08.2018-31.07.2020): 

In WebOodi

Further Information (valid 01.08.2018-31.07.2020): 

Language Class 3: English


Registration and further information