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SF1821 Optimization, Specialized Part of the Basic Course 1.5 credits

Course offering missing for current semester as well as for previous and coming semesters
Headings with content from the Course syllabus SF1821 (Autumn 2007–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

Continuous functions on compact sets.

Separation theorems for convex sets.

Farkas lemma and linear optimization duality.

More on Karush-Kuhn-Tucker optimality conditions and Lagrangean relaxation.

Min-max problems, sadle points, primal and dual problems.

Intended learning outcomes

The overall purpose of the course is that the student should get deeper acquainted with some fundamental theoretical concepts and results in optimization theory. It is intended for students with a pronounced interest for mathematical theory.

Course disposition

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Literature and preparations

Specific prerequisites

SF1811 Optimization for F
SF1604 Linear algebra
SF1602 + SF1603 Calculus

Recommended prerequisites

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The material from SF1811.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

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


  • HEM1 - Assignments, 1.5 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Other requirements for final grade

Passed written exam in SF1811 and special home assignments in SF1821.

Opportunity to complete the requirements via supplementary examination

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Opportunity to raise an approved grade via renewed examination

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Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course web

Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.

Course web SF1821

Offered by


Main field of study

Mathematics, Technology

Education cycle

First cycle

Add-on studies

SF2812, SF2822.