Kungl Tekniska högskolan / Optimeringslära och systemteori /Detta är en utskriftsanpassad version av (none)5B5880 Convexity and duality in R^{n}This course is primarily intended for graduate students in optimization and systems theory, but other students are also welcome.Summary of contentsThe course deals with finite dimensional convex analysis. The emphasis of the course is on the fundamental theory but its implications for solving convex minimization problems by iterative methods are also highlighted.An outline of the material covered in the course:
LiteratureJ-B. Hiriart-Urruty and C. Lemaréchal Convex Analysis and Minimization Algorithms I + (chapter X in) II, Springer Verlag.ExaminationThe examination is by homework assignments and an oral final exam.Optimeringslära och systemteori, KTH Krister Svanberg, e-post |