Course for international guest/part time students
- Faculty
- Faculty of Science
- Organization
- TTK Department of Operations Research
- Code
- foptim1u0um20em
- Title
- Continuous optimization (l)
- Usual semester
- Autumn
- ECTS
- 3
- Language
- en
- Learning outcomes
- Knowledge: getting familiar with the main notions of continuous optimization Ability: competence in using the methods of continuous optimization Attitude: the need to deepen the applied mathematical knowledge, to gain new applied mathematical skills, to develop competencies. Aspiration to apply the mathematical knowledge for a wide range of problems Autonomy and Responsibility: based on the gained knowledge in continuous optimization, the students are able to decide which tools are the most suitable to solve applied problems
- Course content
- Convex sets, convex functions, examples, inequalities. Duality, separating hyperplanes, optimality conditions. Gradient, multiplicative update and mirror descent method. Newton method. Ellipsoid method, cutting plane method
- Assessment method
- exam
- Bibliography
- lecture notes