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SF1841 Optimization 6.0 credits

Optimization

  • 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

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

In general:

Completed upper secondary education including documented proficiency in English corresponding to English B. And 28 university credits (hp) in mathematics.

More precisely for KTH students:

Passed courses in calculus, linear algebra, differential equations, mathematical statistics, numerical analysis.

Prerequisites

The student should have documented knowledge corresponding to university courses in mathematical calculus and analysis, linear algebra, numerical analysis, differential equations and transforms, and mathematical statistics.

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 hp). Optional homeworks give credit points on the exam.

Offered by

SCI/Mathematics

Examiner

Per Enqvist <penqvist@kth.se>

Supplementary information

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

Add-on studies

SF2812, SF2822.

Version

Course plan valid from: Spring 11.
Examination information valid from: Spring 08.