Course code MATH285

MATH285 Optimization

Norsk emneinformasjon

Search for other courses here

Showing course contents for the educational year 2022 - 2023 .

Course responsible: Ole Løseth Elvetun
ECTS credits: 10
Faculty: Faculty of Science and Technology
Teaching language: EN
(NO=norsk, EN=Engelsk)
Teaching exam periods:
This course starts in the spring parallel. This course has teaching/evaluation in spring parallel.
Course frequency: Annually
First time: Study year 2020-2021
Course contents:

The course gives an introduction to the field of optimization, where we will cover four main topics:

  • Basic concepts
    • Convexity
    • Lines and hyperplanes
    • Taylor’s theorem
  • Unconstrained optimization
    • Optimality conditions
    • Search methods (Gradient methods and Newton’s method)
  • Linear programming
    • Standard form
    • Inequalities and slack variables
    • Simplex method
    • Duality
  • Non-linear constrained optimization
    • Optimality conditions
    • Convex optimization
    • Solution algorithms  
Learning outcome:

The students are to learn the basic theory of optimization. More specifically, they are expected to:

  • Explain basic concepts and results from the theory
  • Solve simple problems analytically
  • Recognize different types of optimization problems
  • Be able to implement a set of known algorithms in order to solve optimization problems numerically
Learning activities:
The teaching will be given as lectures and exercises with an assistant teacher present. 
Teaching support:
The students can either contact the teacher in his/her office, by telephone or by e-mail
Syllabus:
Reading list will be handed out in lectures.
Prerequisites:
MATH111, MATH112, MATH113, MATH280 and INF100/INF120.
Recommended prerequisites:
None.
Assessment:
Final written examination, 3.5 hours. A -E / failed
Nominal workload:
125 hours of theory (Lectures and self-study). 125 hours for discussion, exercies and exam preparation
Entrance requirements:
Special requirements in Science
Type of course:
Lectures: 4 hours per week. Exercises: 2 hours per week. 
Examiner:
The external and internal examiner jointly prepare the exam questions and the correction manual. The external examiner reviews the internal examiner's examination results by correcting a random sample of candidate's exams as a calibration according to the Department's guidelines for examination markings.
Allowed examination aids: A1 No calculator, no other aids
Examination details: Written exam: Letter grades