Subject description - AE4B33OPT

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AE4B33OPT Optimization
Roles:P, V Extent of teaching:4P+2C
Department:13133 Language of teaching:EN
Guarantors:  Completion:Z,ZK
Lecturers:  Credits:7
Tutors:  Semester:Z


The course provides fundamentals of mathematical optimisation in finite dimensional (euclidean) spaces: linear programming incl. duality, least squares, optimality conditions for non-linear problems, convexity, basic numerical algorithms, dynamic programming.

Study targets:

Students will learn - to recognise and formulate a problem as an optimisation problem with or without constraints - necessary and sufficient optimality conditions - fundamentals of convex analysis - algorithms for solving optimisation problems

Course outlines:

1. Introduction to mathematical optimization.
2. Euclidean spaces, matices, linear mappings
3. The method of least squares
4. Singular value decomposition
5. Linear programming, simplex method, duality
6. Non-linear programming, optimality conditions
7. Numerical algorithms for unconstrained problems
8. Convex sets and convex functions
11. Convex optimisation tasks
12. Dynamic programming

Exercises outline:

The labs consist of theoretical exercises and practical assignments (homework). Programming language for practical assignments: MATLAB.


Textbook: "Boyd and Vanderberghe: Convex Optimization" (freely available on www). Lecture notes: will be available online after each lecture


Linear algebra, Calculus, Probability and statistics, Logic and graph theory





mathematical optimization, linear programming, least squares, convexity

Subject is included into these academic programs:

Program Branch Role Recommended semester
BEKME1 Communication Technology V 5
BEKME5 Komunikace a elektronika V 5
BEKME_BO Common courses V 5
BEKME4 Network and Information Technology V 5
BEKME3 Applied Electronics V 5
BEKME2 Multimedia Technology V 5
BEEEM1 Applied Electrical Engineering V 5
BEEEM_BO Common courses V 5
BEEEM2 Electrical Engineering and Management V 5
BEOI1 Computer Systems P 5
BEOI_BO Common courses P 5
BEOI3 Software Systems P 5
BEOI2 Computer and Information Science P 5
BEKYR1 Robotics V 5
BEKYR_BO Common courses V 5
BEKYR3 Systems and Control V 5
BEKYR2 Sensors and Instrumentation V 5

Page updated 14.6.2021 19:52:31, semester: L/2021-2, L/2020-1, Z,L/2022-3, Z/2021-2, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)