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SF1811 Optimization 6.0 credits

Optimeringslära

  • Educational level

    First cycle

  • Academic level (A-D)

    C

  • Subject area

    Mathematics
    Techonology

  • Grade scale

    A, B, C, D, E, FX, F

Course offerings

Spring 13 for programme students

  • Periods

    Spring 13 P3 (6.0 credits)

  • Application code

    60845

  • Start date

    2013 week: 2

  • End date

    2013 week: 11

  • Language of instruction

    English

  • Campus

    KTH Campus

  • Number of lectures

    28 (preliminary)

  • Number of exercises

    16 (preliminary)

  • Tutoring time

    Daytime

  • Form of study

    Normal

  • Number of places

    No limitation

  • Schedule

    Schedule (new window)

  • Course responsible

    Per Enqvist <penqvist@kth.se>

  • Target group

    CTFYS, CINEK, CELTE

  • Part of programme

Autumn 13 for programme students

Learning outcomes

The overall purpose of the course is that the student should get well acquainted with basic concepts, theory, models and solution methods for optimization. Further, the student should get basic skills in modelling and computer based solving of various applied optimization problems.

Course main content

Examples of applications and modelling training. Basic concepts and theory for optimization, in particular theory for convex problems.

Some linear algebra in R^n, in particular bases for the four fundamental subspaces corresponding to a given matrix, and LDLT-factorization of a symmetric definite matrix.

Linear optimization, including duality theory.

Optimization of flows in networks.

Quadratic optimization with linear constraints.

Linear least squares problems, in particular minimum norm solutions.

Unconstrained nonlinear optimization, in particular nonlinear least squares problems.

Optimality conditions for constrained nonlinear optimization, in particular for convex problems.

Lagrangian relaxation.

Eligibility

SF1604 Linear algebra,
SF1602 + SF1603 Calculus.

Literature

Linear and Nonlinear Programming by Nash and Sofer, McGraw-Hill, and some lecture notes.

Examination

  • TEN1 - Examination, 6.0 credits, grade scale: A, B, C, D, E, FX, F

Requirements for final grade

A written examination (TEN1; 6 university credits).

Offered by

SCI/Mathematics

Examiner

Per Enqvist <penqvist@kth.se>

Supplementary information

SF1811 is today identical to SF1841, with common lectures and examination.

Add-on studies

SF2812, SF2822.

Version

Course plan valid from: Autumn 08.
Examination information valid from: Autumn 07.