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.
- Opettaja: Vorobyov Sergiy