Please note! Course description is confirmed for two academic years (1.8.2018-31.7.2020), 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.


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.

Credits: 5

Schedule: 28.10.2020 - 09.12.2020

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

Teacher in charge (applies in this implementation): Jorma Skyttä, Sergiy Vorobyov

Contact information for the course (applies in this implementation):

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


  • Valid 01.08.2020-31.07.2022:

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

Assessment Methods and Criteria
  • Valid 01.08.2020-31.07.2022:

    Lectures, exercises, assignments, final exam.

  • Valid 01.08.2020-31.07.2022:

    Lectures, exercises, final exam approximately 30 h

    Assignments, independent work approximately 103 h

    Total 133 h

    Attendance in some contact teaching may be compulsory.


  • Valid 01.08.2020-31.07.2022:

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

SDG: Sustainable Development Goals

    9 Industry, Innovation and Infrastructure



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