[Nederlands]
Course Info
- Title: Optimization
- Instructors: Toon van Waterschoot (Lectures), Milan Vukov and Joris Gillis (Lab Sessions)
- Academic year: 2014-2015
- Semester: 1
- ECTS credits: 6.0
- Evaluation: Exam (written and oral)
- Official KU Leuven course links:
Course Syllabus
Moritz Diehl,
Script for Numerical Optimization Course: B-KUL-H03E3A, KU Leuven, Optimization in Engineering Center (OPTEC) and Electrical Engineering Department (ESAT-SCD), Oct. 2013.
Lecture Slides
Most of the lectures are blackboard lectures, however for some lectures, slides are available as well.
- Lecture 1: Introduction & Fundamental Concepts of Optimization [PDF, 10.7 MB]
- Lecture 2: Types of Optimization Problems
- Lecture 3: Convex Optimization
- Lecture 4: The Lagrangian Function and Duality
- Lecture 5: Optimality Conditions for Unconstrained Optimization
- Lecture 6: Estimation and Fitting Problems
- Lecture 7: Newton Type Optimization
- Lecture 8: Globalisation Strategies
- Lecture 9: Calculating Derivatives [PDF, 195 MB]
- Lecture 10: Optimality Conditions for Constrained Optimization
- Lecture 11: Equality Constrained Optimization Algorithms
- Lecture 12: Inequality Constrained Optimization Algorithms
- Lecture 13: Optimal Control Problems
- Lecture 14: Rehearsal & Exam Preparation [PDF, 55.7 MB]
- Project Instructions [PDF, 325 KB]
Recommended Literature
The lectures are based on chapters from the following books. A detailed overview of which book chapters are covered is provided in Appendix B.1 of the
Course Syllabus.