Faculteit  Science and Engineering 
Jaar  2021/22 
Vakcode  WMMA00605 
Vaknaam  Convex Optimization (22/23) 
Niveau(s)  master 
Voertaal  Engels 
Periode  semester I a 
ECTS  5 
Rooster  tweejaarlijks, niet in 2019/2020 
Uitgebreide vaknaam  Convex Optimization (tweejaarlijks 2022/2023)  
Leerdoelen  The goals of the course are to provide working knowledge of convex optimization so that the students can 1. recognize convex optimization problems, 2. model problems as convex optimization problems, 3. solve convex optimization problems, 4. prove basic statements of convex/nonsmooth analysis, 5. use numerical software packages in order to solve convex optimization problems. 

Omschrijving  The course aims at covering typical examples of, theory behind, and numerical solution methods for convex optimization. The prerequisites for the course are basic real analysis and linear algebra. Topics that will be covered include convex sets/functions, basic convex analysis, linear and quadratic programs, semidenite programming, optimality conditions and duality, nonsmooth analysis, typical applications and numerical software. During the course a set of selfcontained slides will be provided to the students based on the following textbooks:  Bertsekas, Nedic, and Ozdaglar, Convex Analysis and Optimization  Borwein and Lewis, Convex Analysis and Nonlinear Optimization  Boyd and Vanderberghe, Convex Optimization. 

Uren per week  
Onderwijsvorm  Hoorcollege (LC)  
Toetsvorm 
Opdracht (AST), Schriftelijk tentamen (WE)
(During the course, students will receive three sets of homeworks (2nd, 4th and 6th week). The final grade will be computed as : FG = 0.2 H1 + 0.2 H2 + 0.2 H3 + 0.4 Ex, where FG is the final grade, Hi is the ith homework, and Ex the grade for the written exam.) 

Vaksoort  master  
Coördinator  prof. dr. M.K. Camlibel  
Docent(en)  prof. dr. M.K. Camlibel  
Entreevoorwaarden  
Opmerkingen  This course was registered last year with course code WMMA16005  
Opgenomen in 
