PřF:M5170 Mathematical Programming - Course Information
M5170 Mathematical Programming
Faculty of ScienceAutumn 2014
- Extent and Intensity
- 2/1/0. 3 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
- Teacher(s)
- doc. Mgr. Petr Zemánek, Ph.D. (lecturer)
- Guaranteed by
- prof. RNDr. Ondřej Došlý, DrSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science - Timetable
- Fri 10:00–11:50 M1,01017
- Timetable of Seminar Groups:
- Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
- fields of study / plans the course is directly associated with
- Mathematical and Statistical Methods in Economics (programme ESF, N-KME)
- Mathematics (programme PřF, B-MA)
- Mathematics (programme PřF, N-MA)
- Course objectives
- After passing the course, the student will be able:
to define and interpret the basic notions used in the basic parts of convex analysis and to explain their mutual context;
to formulate relevant mathematical theorems and statements and to explain methods of their proofs;
to use effective techniques utilized in basic fields of convex analysis;
to apply acquired pieces of knowledge for the solution of specific problems of convex programming and to some numerical methods of optimization including problems of applicative character. - Syllabus
- I. Convex analysis. Convex sets: basic concepts, convex hull, separation and supporting hyperplanes. Convex Functions: basic concepts, convexity criteria for differentiable functions, subgradient and subdifferential, Fenchel transformation, system of linear and convex inequalities. II. Duality, necessary and sufficient conditions for optimality. Lagrange principle, Kuhn-Tucker conditions, casic concepts of convex progamming. Duality in mathematical programming, dual problem, Kuhn-Tucker vector, saddle point. Duality in special optimization problems {linear and quadratic}. III. Numerical methods of minimization. Onedimensional minimization {Fibonaci and golden ratio methods} Unconstrained optimization (steepest slope method, method of conjugate gradients, Newton method}. Quadratic programming {Wolfe method and modofications, Thiel van de Panne method}.
- Literature
- Teaching methods
- Theoretical lecture and seminar
- Assessment methods
- The standard lecture and accompany exercise, the exam has written and oral part.
- Language of instruction
- Czech
- Follow-Up Courses
- Further comments (probably available only in Czech)
- Study Materials
The course is taught annually.
- Enrolment Statistics (Autumn 2014, recent)
- Permalink: https://is.muni.cz/course/sci/autumn2014/M5170