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Continuous Optimization

  • Number of credits 7.5 Credits
  • Level Bachelor's level
  • Starting Autumn Term 2018

About the course

Element 1 (4.5 hp) Theory
This part contains theory for nonlinear optimization. The course starts with a discussion of basic notions like classification of optimization problems, objective functions, constraints, feasible solutions, optimal solutions. Then fundamental convexity theory is addressed. A general optimization algorithm is defined, and notions like convergence rate, line search, descent- and ascent directions and optimality conditions are discussed. Optimality conditions for free optimization problems are introduced, and Newton's method for free optimization problems is studied. Next, optimization problems with constraints, Lagrange functions and Lagrange multipliers are defined, and optimility conditions (The Karush-Kuhn-Tucker conditions) are introduced. The duality concept and weak and strong duality theorems are discussed. Finally, some mathematical modeling examples leading to optimization problems are discussed.

Element 2 (3 hp) Computer labs
This part contains implementation of some approximation methods for free optimization problems (steepest descent, quasi-Newton method), and constrained optimization problmes (feasible-point methods, the SQP method). Furthermore, one assignment includes both mathematical modeling, formulation of an optimization model and finding an approximate solution of the model with suitable software.

Application and eligibility

Continuous Optimization, 7.5 hp

Det finns inga tidigare terminer för kursen Autumn Term 2018 Det finns inga senare terminer för kursen

Starts

Lectures begin on week starting 3 September 2018

Ends

Lectures end during the week of 5 November 2018

Study location

Umeå

Language

English (upon request)

Type of studies

Daytime, 50%

Required Knowledge

The course requires 60 ECTS in Mathematics and Mathematical Statistics or minimum 120 ECTS and in both cases courses in Multivariable Calculus and Differential Equations minimum 7,5 ECTS and a basic course in computer programming or equivalent. Proficiency in English equivalent to Swedish upper secondary course English 5/A. Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.
 

Selection

Guaranteed place Applicants in some programs at Umeå University have guaranteed admission to this course. The number of places for a single course may therefore be limited.

Application code

UMU-58008

Application

Application deadline was 16 April 2018. The application period is closed.

Application and Tuition fees

As a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.

Application fee

SEK900

Tuition fee, first instalment

SEK16,875

Total fee

SEK16,875

Contact us

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Course is given by
Dept of Mathematics and Mathematical Statistics
Contact person for the course is:
Study counselor Lars-Daniel Öhman