| Area of Mathematics: | Computational and Applied Mathematics (ECAM) |
||
| Semester: | 7ο | ||
| Course ID: | 72403 | ||
| Course Type: | Elective | ||
| Teaching hours: | Theory: 4 | Practice: 0 | Laboratory: 0 |
| ECTS : | 5 | ||
| Eclass: | For the course’s material, click here. | ||
| Instructors: | Spiridon Georgakopoulos | ||
Description
This course will cover the following areas:
- Introduction to convex sets, quadratic and convex programming.
- Interior point method, Minkowski theorem, Linear Programming Optimization
- Unconstrained methods: optimality conditions, descent algorithms and convergence theorems.
- Constrained methods: Lagrange multipliers, Karush-Kuhn-Tucker conditions, Fritz John conditions, active set, penalty and interior point methods.
- Evolutionary Algorithms (Genetic and Differential Algorithms) for unconstrained optimization.
Bibliography
- Sundaram R.K., A First Course in Optimization Theory. Cambridge University Press, 1996
- Boyd S., Vandenberghe L., Convex Optimization, Cambridge University Press, 2004.
- An Introduction to Optimization, 4 th edition, Edwin K. P. Chong and Stanislaw H. Zak, Wiley, 2013
