Mathematics: Optimization

Education facts

Code: 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>

Entry requirements

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.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Mathematics: Optimization

  Lund University

  Start date: 2 November 2026

  End date: 17 January 2027

  Pace of study: 50 %