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.


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


  • 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.

  • 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


Substitutes for Courses


Further Information
  • valid for whole curriculum period:

    Teaching Language : English

    Teaching Period : 2022-2023 Autumn I - II
    2023-2024 Autumn I - II