Lektioner og øvelser hver dag i fem dage samt et miniprojekt i uge 26.
Kursets varighed:
[Kurset følger ikke DTUs normale skemastruktur]
Evalueringsform:
Hjælpemidler:
Bedømmelsesform:
Overordnede kursusmål:
The aim of the course is to give an introduction to convex optimization, with applications in engineering and science. The course covers the basic theory of convex analysis, optimality conditions, duality theory – as well as numerical and computational aspects of modern algorithms for solving convex optimization problems.
Læringsmål:
En studerende, der fuldt ud har opfyldt kursets mål, vil kunne:
Formulate and identify convex optimization problems in applications
understand the basic theory of convex sets and functions
apply linear, second-order cone and semidefinite programming,
use duality theory, optimality conditions, theorems of alternatives,
use convex optimization solvers and modeling software,
understand the numerical algorithms for convex optimization,
implement basic algorithms for convex optimization,
formulate convex relaxations and heuristics for nonconvex optimization.
Kursusindhold:
Convex optimization. Applications in engineering and science. Basic theory of convex analysis, optimality conditions, and duality theory. Numerical and computational aspects.
Litteratur::
S. Boyd & L. Vandenberghe: "Convex Optimization", Cambridge University Press, 2004; pdf file and lecture notes available at www.ee.ucla.edu/~vandenbe/cvxbook