LEARNING OUTCOMES
- Understand how several important problems arising from diverse fields can be cast and solved as optimisation problems;
- Know the main techniques for solving large scale numerical optimisation problems and how to apply them in practice;
- Know how to use optimisation software for implementing and solving optimisation problems.
Credits: 5
Schedule: 24.02.2025 - 07.04.2025
Teacher in charge (valid for whole curriculum period):
Teacher in charge (applies in this implementation): Harri Hakula
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:
Concepts familiar from Calculus courses are connected with modern linear algebra. First convexity and methods applying computable second derivatives are discussed. The effect of linear constraint on the structure of the related linear systems of equations is covered in detail. The idea of minimisation via gradient descent including the practical randomised very large scale variants is introduced.
Assessment Methods and Criteria
valid for whole curriculum period:
Homework and exam.
Workload
valid for whole curriculum period:
Contact hours: 48h (12 x 2h lectures and 12 x 2h exercises). Attendance is not compulsory.
Self study: 83h (5 home exercises - 4h each; remainder for revising content of lectures and exercise sessions and for preparing for the exam)
DETAILS
Study Material
valid for whole curriculum period:
Main material: Lecture notes and slides.
Supplementary bibliography: Gilbert Strang, Linear Algebra and Learning from Data, Wellesley -- Cambridge Press
Substitutes for Courses
valid for whole curriculum period:
Prerequisites
valid for whole curriculum period:
SDG: Sustainable Development Goals
4 Quality Education
5 Gender Equality
7 Affordable and Clean Energy
8 Decent Work and Economic Growth
9 Industry, Innovation and Infrastructure
11 Sustainable Cities and Communities
12 Responsible Production and Consumption
13 Climate Action
FURTHER INFORMATION
Further Information
valid for whole curriculum period:
Teaching Language: English
Teaching Period: 2024-2025 Spring IV
2025-2026 Spring IV