Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.

LEARNING OUTCOMES

Students will be introduced to and trained to use the tools to recognize convex optimization problems that arise in engineering, scince, economics. They will be introduced to the basic theory of such problems, concentrating on results that are useful in computation. The will also be introduced to basic formats of convex optimization problems that are needed as an input form for convex optimization solvers, such as CVX, and will learn how to use CVX.

Credits: 5

Schedule: 09.09.2020 - 23.10.2020

Teacher in charge (valid 01.08.2020-31.07.2022): Jorma Skyttä, Sergiy Vorobyov

Teacher in charge (applies in this implementation): Sergiy Vorobyov

Contact information for the course (valid 05.10.2020-21.12.2112):

See Syllabus.pdf file in the Materials. 

CEFR level (applies in this implementation):

Language of instruction and studies (valid 01.08.2020-31.07.2022):

Teaching language: English

Languages of study attainment: English

CONTENT, ASSESSMENT AND WORKLOAD

Content
  • Valid 01.08.2020-31.07.2022:

    Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs. Semidefinite programming. Solvers.

  • Applies in this implementation:

    See Syllabus.pdf file in the Materials. 

Assessment Methods and Criteria
  • Valid 01.08.2020-31.07.2022:

    Lectures, exercises, assignments.

  • Applies in this implementation:

    See Syllabus.pdf file in the Materials. 

Workload
  • Valid 01.08.2020-31.07.2022:

    Lectures, excercises, and exams approximately 30 h, assignments and independent studying approximately 103 h, total 133 h

    Attendance in some contact teaching may be compulsory.

  • Applies in this implementation:

    See Syllabus.pdf file in the Materials. 

DETAILS

Study Material
  • Applies in this implementation:

    See Syllabus.pdf file in the Materials. 

Substitutes for Courses
  • Valid 01.08.2020-31.07.2022:

    ELEC-E5421 Convex Optimizaton for Engineers P

Prerequisites
  • Valid 01.08.2020-31.07.2022:

    Recommended a course on Linear Algebra or Matrix Computations.

Registration for Courses
  • Valid 01.08.2020-31.07.2022:

    In WebOodi

  • Applies in this implementation:

    See Syllabus.pdf file in the Materials. 

SDG: Sustainable Development Goals

    9 Industry, Innovation and Infrastructure

FURTHER INFORMATION

Details on the schedule
  • Applies in this implementation:

    See Syllabus.pdf file in the Materials.