Mathematics: Optimization

<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>