Mathematics: Optimization

Utbildningsfakta

Kod: MATC61

<p>The course is an introduction to optimization theory and provides an overview of the most important methods and their practical use.</p><p>The course treats: quadratic forms and matrix factorisation, convexity, separating planes and Farkas’ Lemma, the theory of optimization with and without constraints, Lagrange functions,<br /> Karush-Kuhn-Tucker theory, duality, methods for optimization without constraints such as line search, steepest descent, Newton methods, conjugate directions, non-linear least squares<br /> optimization, the Nelder-Mead search algorithm without derivatives as well as an introduction to methods with constraints such as linear optimization, quadratic programming, penalty and barrier methods.</p>

Behörighet

For admission to the course, at least 60 credits in mathematics and numerical analysis are required, including the courses MATB22 Linear algebra 2, 7.5 credits, MATB21 Multivariable analysis 1, 7.5 credits, NUMA01 Computational Programming with Python, 7.5 credits, or equivalent.

Utbildningstillfällen

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• Mathematics: Optimization

  Lund University

  Startdatum: 2 november 2026

  Slutdatum: 17 januari 2027

  Studietakt: 50 %