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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024
UPOZORNĚNÍ: Jsou dostupné studijní plány pro následující akademický rok.

Optimization

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Code Completion Credits Range Language
B0B33OPT Z,ZK 7 4P+2C Czech
Vztahy:
In order to register for the course B0B33OPT, the student must have registered for the required number of courses in the group BEZBM no later than in the same semester.
Garant předmětu:
Tomáš Werner
Lecturer:
Tomáš Kroupa, Mirko Navara, Petr Olšák, Tomáš Werner
Tutor:
Antonio Cammarata, Jan Čech, Ondřej Drbohlav, Tomáš Kroupa, Michal Minařík, Mirko Navara, Petr Olšák, Tomáš Werner
Supervisor:
Department of Cybernetics
Synopsis:

The course provides an introduction to mathematical optimization, specifically to optimization in real vector spaces of finite dimension. The theory is illustrated with a number of examples. You will refresh and extend many topics that you know from linear algebra and calculus courses.

Requirements:

Linear algebra. Calculus, including intro to multivariate calculus. Recommended are numerical algorithms and probability and statistics.

Syllabus of lectures:

1. General problem of continuous optimization.

2. Over-determined linear systems, method of least squares.

3. Minimization of quadratic functions.

4. Using SVD in optimization.

5. Algorithms for free local extrema (gradient, Newton, Gauss-Newton, Levenberg-Marquardt methods).

6. Linear programming.

7. Simplex method.

8. Convex sets and polyhedra. Convex functions.

9. Intro to convex optimization.

10. Lagrange formalism, KKT conditions.

11. Lagrange duality. Duality in linear programming.

12. Examples of non-convex problems.

13. Intro to multicriteria optimization.

Syllabus of tutorials:

At seminars, students exercise the theory by solving problems together using blackboard and solve optimization problems in Matlab as homeworks.

Study Objective:

The aim of the course is to teach students to recognize optimization problems around them, formulate them mathematically, estimate their level of difficulty, and solve easier problems.

Study materials:

Basic:

Online lecture notes Tomáš Werner: Optimalizace (see www pages of the course).

Optionally, selected parts from the books:

Lieven Vandenberghe, Stephen P. Boyd: Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares, Cambridge University Press, 2018.

Stephen Boyd and Lieven Vandenberghe: Convex Optimization, Cambridge University Press, 2004.

Note:
Further information:
https://cw.fel.cvut.cz/wiki/courses/B0B33OPT
Time-table for winter semester 2023/2024:
06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
roomKN:E-132
Olšák P.
09:15–10:45
(lecture parallel1
parallel nr.101)

Karlovo nám.
Laboratoř PC
roomKN:E-132
Olšák P.
11:00–12:30
(lecture parallel1
parallel nr.102)

Karlovo nám.
Laboratoř PC
roomKN:E-230

09:15–10:45
(lecture parallel1
parallel nr.107)

Karlovo nám.
Laboratoř PC
Tue
roomKN:E-301
Werner T.
Olšák P.

16:15–17:45
(lecture parallel1)
Karlovo nám.
Šrámkova posluchárna K9
roomKN:E-107
Werner T.
Olšák P.

16:15–17:45
(lecture parallel1)
Karlovo nám.
Zengerova posluchárna K1
Wed
roomKN:E-132
Olšák P.
09:15–10:45
(lecture parallel1
parallel nr.103)

Karlovo nám.
Laboratoř PC
roomKN:E-132
Olšák P.
11:00–12:30
(lecture parallel1
parallel nr.104)

Karlovo nám.
Laboratoř PC
roomKN:E-132
Čech J.
12:45–14:15
(lecture parallel1
parallel nr.105)

Karlovo nám.
Laboratoř PC
Thu
roomKN:E-132
Minařík M.
14:30–16:00
(lecture parallel1
parallel nr.106)

Karlovo nám.
Laboratoř PC
Fri
roomFS_KN:A-214
Werner T.
Olšák P.

09:15–10:45
(lecture parallel1)
Karlovo nám.
Posluchárna FS A:214 - záp.
roomKN:E-132

11:00–12:30
(lecture parallel1
parallel nr.108)

Karlovo nám.
Laboratoř PC
roomKN:E-107
Werner T.
Olšák P.

09:15–10:45
(lecture parallel1)
Karlovo nám.
Zengerova posluchárna K1
Time-table for summer semester 2023/2024:
06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
roomKN:E-132
Olšák P.
09:15–10:45
(lecture parallel1
parallel nr.101)

Karlovo nám.
Laboratoř PC
Tue
roomKN:E-132

09:15–10:45
(lecture parallel1
parallel nr.102)

Karlovo nám.
Laboratoř PC
Wed
roomKN:E-132
Olšák P.
09:15–10:45
(lecture parallel1
parallel nr.103)

Karlovo nám.
Laboratoř PC
roomKN:E-230
Drbohlav O.
11:00–12:30
(lecture parallel1
parallel nr.106)

Karlovo nám.
Laboratoř PC
roomKN:E-301
Kroupa T.
Navara M.

14:30–16:00
(lecture parallel1)
Karlovo nám.
Šrámkova posluchárna K9
roomKN:E-230
Drbohlav O.
09:15–10:45
(lecture parallel1
parallel nr.105)

Karlovo nám.
Laboratoř PC
roomKN:E-107
Kroupa T.
Navara M.

14:30–16:00
(lecture parallel1)
Karlovo nám.
Zengerova posluchárna K1
Thu
roomKN:E-230
Minařík M.
09:15–10:45
(lecture parallel1
parallel nr.107)

Karlovo nám.
Laboratoř PC
roomKN:E-230
Minařík M.
11:00–12:30
(lecture parallel1
parallel nr.108)

Karlovo nám.
Laboratoř PC
Fri
roomKN:E-301
Kroupa T.
Navara M.

09:15–10:45
(lecture parallel1)
Karlovo nám.
Šrámkova posluchárna K9
roomKN:E-132

11:00–12:30
(lecture parallel1
parallel nr.104)

Karlovo nám.
Laboratoř PC
roomKN:E-107
Kroupa T.
Navara M.

09:15–10:45
(lecture parallel1)
Karlovo nám.
Zengerova posluchárna K1
The course is a part of the following study plans:
Data valid to 2024-05-28
Aktualizace výše uvedených informací naleznete na adrese https://bilakniha.cvut.cz/en/predmet4674306.html