Optimization
Optimization problems can be found in many quantative disciplines like economics and engineering.
The main focus of the course is convex analysis and a rather modern treatment of optimization problems. It covers basic convex analysis and Lagrange duality theory with their applications in linear and nonlinear programming problems with and without constraints and a touch to modern convex optimization theory. It also provides links to other specific optimization problems such as matrix game, integer programming and dynamic programming.
The contents of the course may be applied in modelling and computation nearly everywhere when mathematical models or computations can not be made exact. In particular it provides a solid theoretic background and skill for understanding nature and mathematical structure of different problems so that a practical problems can be tackled successfully. An apparent example of such is understanding (big) data to make optimization algorithms work for example in Machine learning.
Information for admitted students autumn 2024
Congratulations! You have been admitted at Stockholm University and we hope that you will enjoy your studies with us.
In order to ensure that your studies begin as smoothly as possible we have compiled a short checklist for the beginning of the semester.
Follow the instructions on whether you have to reply to your offer or not.
universityadmissions.se
Checklist for admitted students
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Activate your university account
The first step in being able to register and gain access to all the university's IT services.
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Register at your department
Registration can be done in different ways. Read the instructions from your department below.
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Read all the information on this page
Here you will find what you need to know before your course or programme starts.
IMPORTANT
Your seat may be withdrawn if you do not register according to the instructions provided by your department.
Information from your department
On this page you will shortly find information on registration, learning platform, etc.
Welcome activities
Stockholm University organises a series of welcome activities that stretch over a few weeks at the beginning of each semester. The programme is voluntary (attendance is optional) and includes Arrival Service at the airport and an Orientation Day, see more details about these events below.
Your department may also organise activities for welcoming international students. More information will be provided by your specific department.
Find your way on campus
Stockholm University's main campus is in the Frescati area, north of the city centre. While most of our departments and offices are located here, there are also campus areas in other parts of the city.
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For new international students
The main focus of the course is convex analysis and a rather modern treatment of optimization problems. It covers basic convex analysis and Lagrange duality theory with their applications in linear and nonlinear programming problems with and without constraints and a touch to modern convex optimization theory. It also provides links to other specific optimization problems such as matrix game, integer programming and dynamic programming.
The contents of the course may be applied in modelling and computation nearly everywhere when mathematical models or computations can not be made exact. In particular it provides a solid theoretic background and skill for understanding nature and mathematical structure of different problems so that a practical problems can be tackled successfully. An apparent example of such is understanding (big) data to make optimization algorithms work for example in Machine learning.
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Course structure
The course consists of one element.
Teaching format
Instruction is given in the form of lectures and exercises.
Assessment
The course is assessed through written examination.
Examiner
A list of examiners can be found on
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Schedule
The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course. -
Course literature
Note that the course literature can be changed up to two months before the start of the course.
Bazaraa, Sherali & Shetty: Nonlinear programming - Theory & Algorithms. Wiley.
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Course reports
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More information
New student
During your studiesCourse web
We do not use Athena, you can find our course webpages on kurser.math.su.se.
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Contact