In English

SF1841 Optimization 6,0 hp

Optimization

  • Utbildningsnivå

    Grundnivå

  • Kursnivå (A-D)

    C

  • Huvudområde

    Matematik
    Teknik

  • Betygsskala

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

Kurstillfällen/kursomgångar

VT13 för programstuderande

Lärandemål

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.

Kursens huvudsakliga innehåll

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.

Behörighet

Allmänt:

Grundläggande behörighet samt Engelska B. Dessutom 28 hp inom matematik.

Mer precist för KTH-studenter:

Avklarade kurser i en- och flervariabelanalys, linjär algebra, differentialekvationer, matematisk statistik, numerisk analys.

Litteratur

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

Examination

  • TEN1 - Examination, 6,0 hp, betygsskala: A, B, C, D, E, FX, F

Krav för slutbetyg

A written examination (TEN1; 6 hp). Optional homeworks give credit points on the exam.

Ges av

SCI/Matematik

Examinator

Per Enqvist <penqvist@kth.se>

Övrig information

SF1841 är numera identisk med SF1811, med gemensam undervisning och examination.

Påbyggnad

SF2812, SF2822.

Versionsinformation

Kursplan giltig från och med VT11.
Examinationsinformation giltig från och med VT08.