ECTS
5 credits
Training structure
Faculty of Science
Description
Acquire basic concepts in mathematical optimization and its applications.
Objectives
This EU will address the following points:
- Constraint-free extremum: concept of convexity, optimality conditions, descent methods, separable functionals, stochastic gradient
- Extremums with constraints: strong and weak formulation, related extrema, Lagrange multipliers, and implementation with Newton. KKT conditions, duality, Uzawa. Linear programming.
- Introduction to Mathematical Learning
- Some areas of application:
Teaching hours
- CMLecture6 p.m.
- Practical WorkPractical Work12 p.m.
- TutorialTutorials3 p.m.
Mandatory prerequisites
Analysis of L1, L2, and the first semester of L3, in particular:
-HAX404X Topology of R n and functions of several variables
- HAX502X Differential Calculus and Differential Equations
Recommended prerequisites: first semester of L3
Additional information
Hourly volumes:
CM: 18
TD: 15
TP: 12
Land: -