|
| Udgave: |
Efterår 2012 NAT |
| Point: |
7,5 |
| Blokstruktur: |
2. blok |
| Skemagruppe: |
A |
| Fagområde: |
mat |
Semester: |
Efterår |
| Varighed: |
9 uger |
| Institutter: |
Institut for Matematiske Fag |
| Uddannelsesdel: |
Kandidat niveau |
| Kontaktpersoner: |
Erik Christensen, tlf. 35 32 07 30, rum 04.1.10, email: echris@math.ku.dk |
| Skema- oplysninger: |
 Vis skema for kurset
Samlet oversigt over tid og sted for alle kurser inden for Lektionsplan for Det Naturvidenskabelige Fakultet Efterår 2012 NAT |
| Undervisnings- periode: |
19. november 2012 - 27. januar 2013
|
| Undervisnings- form: |
4 timers forelæsning og 2 timer øvelser/diskution pr. uge |
| Indhold: |
This course aims at giving an introduction to convexity theory and its applications to optimization problems. The following basic topics central to the subject: topological perperties of convex sets, cones, extreme points, convex funtions, subdifferential calculus and the notion of conjugate duality will be discused. We will develop the necessary and sufficient conditions of optimality (for smooth problems) and we will also address some aspects of the duality theory. |
| Kompetence- beskrivelse: |
Mathematically rigorous analysis of the properties of convex functions and sets.
Methods for solcing optimization problems with constraints. |
| Lærebøger: |
Convex Optimization by Stephen Boyd and Lieven Vandenberghe, Cambridge University Press, 2004, ISBN: 9780521833783. The book may be obtained as a pdf-file free of charge from the hompage of Stephen Boyd.
http://www.stanford.edu/~boyd/cvxbook.
|
| Tilmelding: |
Kursus- og eksamenstilmelding og afmelding sker på
www.kunet.dk
Tilmelding skal ske i perioden den 15. maj – 1. juni 2012.
|
| Faglige forudsætninger: |
Introductory courses in linear algebra and calculus (e.g. LinAlg and MatIntro). Analysis 1 (An1) (or similar) recommended. |
| Eksamensform: |
Continuous evaluation: A 3 hours written take exam, which
counts 50% towards the final grade, and two compulsory homework assignments, that counts 50% towards the final grade. Graded according to the 7 step scale with internal censorship.
Reexamination: Oral, 30 minutes, with 30 minutes preparation time. Graded according to the 7 step scale with internal censorship.
|
| Eksamen: |
Skriftlig prøve den 24. januar 2013.
Reeksamen: Mundtlig prøve den 18. april 2013. |
| Kursus hjemmeside: |
 |
| Undervisnings- sprog: |
Engelsk
|
| Sidst redigeret: |
1/6-2012 |