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Third-Cycle Courses

Faculty of Engineering | Lund University

Details for the Course Syllabus for Course FRT225F valid from Autumn 2020

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General
  • English
  • If sufficient demand
Aim
  • The goal of the course is to give students the tools and training to recognize convex optimization problems that arise in applications. We present the basic theory of such problems, concentrating on results that are useful in algorithms for numerically solving the problems. The course will give the students a thorough understanding of how such problems are solved and give them experience in solving them, with the aim of giving the students the background required to use the methods in their own research.
Contents
Knowledge and Understanding
  • For a passing grade the doctoral student must
  • Have knowledge about theory for convex sets, convex functions, duality, and algorithm convergence
    Understand how application problems can be formulated as convex optimization problems and how they are solved
    Have demonstrated understanding of how efficient algorithms for large-scale problems are implemented and work
Competences and Skills
  • For a passing grade the doctoral student must
  • Demonstrate the ability to evaluate if an optimization problem is convex
    Formulate convex optimization problems in a standardized manner that is suitable for algorithms
    Be able to implement and apply a suitable algorithm for a given convex optimization problem and prove its convergence
Judgement and Approach
  • For a passing grade the doctoral student must
Types of Instruction
  • Lectures
  • Exercises
Examination Formats
  • Written exam
  • Oral exam
  • Written assignments
  • Written or oral exam and written assignments during course.
  • Failed, pass
Admission Requirements
Assumed Prior Knowledge
Selection Criteria
Literature
  •  
  • Material developed by teacher.
Further Information
Course code
  • FRT225F
Administrative Information
  • 2020-11-13
  • Professor Thomas Johansson

All Published Course Occasions for the Course Syllabus

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