ITEE-DP: Numerical optimization

Tuesday, September 13, 2016 to Thursday, September 15, 2016

 

Infotech Oulu Doctoral Program

Lecturer: Professor Jan Kybic, Faculty of Electrical Engineering, Czech Technical University, Prague, Czech Republic

Date: September 13-15, 2016

Credits: 3 ECTS (tentative)

Please register to the course by sending email to Neslihan Bayramoglu (Email: firstname.lastname(at)oulu.fi)

 

Day1, Sept 13
10:00-13:00, TS127, Lectures
13:00-14:00, Break
14:00-16:00, TS135, Exercises

Day2, Sept 14
9:00-12:00, TS127, Lectures
There will be a short break between lectures and exercises
12:00-14:00, TS135, Exercises

Day3, Sept 15
10:00-13:00, TS101, Lectures
13:00-14:00, Break
14:00-16:00, TS135, Exercises

Course Content

In this three days mini course, the students will learn about optimization algorithms for in multidimensional Euclidean spaces. It includes least squares problems, constrained optimization, linear programming, convex optimization, iterative algorithms for non-linear optimization, from gradient descent to second-order methods. We will briefly introduce also more recent algorithms such as interior methods and ADMM (alternative direction of multipliers). At the end of the course, students should have a good overview of existing algorithms for solving optimization problems and their capabilities and should be able to choose appropriate method for a given optimization task. The course will be supplemented by homeworks. Some of them will require programming in a language of their choice, such as Matlab, Python, or Julia.

More information: Janne Heikkilä, Neslihan Bayramoglu

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Last updated: 8.2.2017