Lesson plan /

Lesson Information

Course Credit
Course ECTS Credit
Teaching Language of Instruction İngilizce
Level of Course Bachelor's Degree, TYYÇ: Level 6, EQF-LLL: Level 6, QF-EHEA: First Cycle
Type of Course
Mode of Delivery Face-to-face
Does the course require compulsory or optional work experience?
Course Coordinator
Instructor (s)
Course Assistant

Purpose and Content

The aim of the course It is aimed to give the following topics to the students; a) Recognising and classifying an optimisation problem, b) Tools for learning and analysing convex sets and functions, c) Basic algorithms used in solving convex optimisation problems, d) Duality concept in constrained problems and the techniques being used to apply them, mainly staying in the context of convex optimisation, so that they can solve problems which they may encounter with in their studies/projects.
Course Content Brief reminder of linear algebra topics, Convexity, convex sets and functions, Gradiant Descent, Steepest Descent, Newton Algorithms and their variations for unconstrained problems, Constrained problems and Karush-Kuhn-Tucker Conditions, Modification of the above algorithms for unconstrained problems to constrained problems, İnterior Point Algorithms (Penalty ve Barrier Methods)

Weekly Course Subjects

1Brief reminder of linear algebra topics
2Brief reminder of linear algebra topics
3Optimality conditions for unconstrained problems Convex Sets
4Convex and concave functions Conditions for convexity Operations that preserve convexity
5Quadratic functions, forms and optimization Optimality conditions Unconstrained minimization
6Descent Methods Convergence
7Algorithms: Gradient Descent Algorithm
8Midterm Exam
9Algorithms: Steepest Descent Algorithm
10Algorithms: Newton's Algorithm
11Constrained optimization Duality
12Optimality conditions, KKT Conditions Algorithms: Feasible Direction Method, Active Set Method
13Algorithms: Gradient Projection Method, Newton?s Algorithm with Equality Constraints
14Algorithms: Penalty and Barrier Methods

Resources

1-Luenberger, Linear and Nonlinear Programming, Kluwer, 2002.; 2. Boyd and Vandenberghe, Convex Optimization, Cambridge, 2004.; 3. Baldick, Applied Optimization, Cambridge, 2006.; 4. Freund, Lecture Notes, MIT.; 5. Bertsekas, Lecture Notes, MIT.; 6. Bertsekas, Nonlinear Programming, Athena Scientific, 1999