Subject description - AE4B33OPT
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Explanatory Notes
Instructions
| 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 problemsCourse 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 lectureRequirements:
Linear algebra, Calculus, Probability and statistics, Logic and graph theoryNote:
| URL: http://cw.felk.cvut.cz/doku.php/courses/ae4b33opt/start |
Webpage:
http://cw.felk.cvut.cz/doku.php/courses/ae4b33opt/startKeywords:
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) |