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

Anotation:

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.

Literature:

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

Requirements:

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

Note:

URL: http://cw.felk.cvut.cz/doku.php/courses/ae4b33opt/start

Webpage:

http://cw.felk.cvut.cz/doku.php/courses/ae4b33opt/start

Keywords:

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 22.1.2021 09:51:56, semester: Z/2020-1, L/2021-2, L/2020-1, Z/2021-2, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)