Academic Year 2008/09
Spring Semester, PhD Program in Mathematics
| News | Instructor | Schedule | Outline | References | Grading | Class Summaries (see WoC) |
OutlineBasic notions of convex sets and functions. Tangent cone and cone of linearized feasible directions. Constraint qualifications. First-order necessary and sufficient conditions for optimality. Second-order necessary and sufficient conditions for optimality. Basic notions of duality theory. The cases of linear and quadratic programming. Basic notions of multicriteria optimization. Tools and concepts for numerical optimization.
GradingThe final grade is the average of the grades of the final exam and of the homework assignments.