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 and engineering and computer science practice. The basic numerical optimization algorithms will be also practiced. Students 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 convex optimization tools and existing solvers in their research.
Credits: 5
Schedule: 07.09.2022 - 14.12.2022
Teacher in charge (valid for whole curriculum period):
Teacher in charge (applies in this implementation): Sergiy Vorobyov
Contact information for the course (applies in this implementation):
CEFR level (valid for whole curriculum period):
Language of instruction and studies (applies in this implementation):
Teaching language: English. Languages of study attainment: English
CONTENT, ASSESSMENT AND WORKLOAD
Content
valid for whole curriculum period:
Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs. Semidefinite programming. Solvers.
Assessment Methods and Criteria
valid for whole curriculum period:
Lectures (excercise problems are solved in the lectures), assignments, exam.
Workload
valid for whole curriculum period:
Lectures (excercise problems are solved in the lectures) and exam approximately 30 h, assignments and independent studying approximately 103 h, total 133 h
DETAILS
Substitutes for Courses
valid for whole curriculum period:
Prerequisites
valid for whole curriculum period:
FURTHER INFORMATION
Further Information
valid for whole curriculum period:
Teaching Language : English
Teaching Period : 2022-2023 Autumn I - II
2023-2024 Autumn I - II
- Teacher: Vorobyov Sergiy