This course aims to provide a concise introduction into the basics of convex and
nonconvex continuous constrained optimization. In particular, conic programming
will be treated.
The course starts with an introduction into convex sets and convex functions. Duality in convex optimization is the next topic. We consider Lagrange- and saddle-point duality. Then an introduction into theory and basic algorithms for constrained nonlinear problems is presented. Finally as a special topic, conic optimization problems are studied.
Coordination: Georg Still and Peter Dickinson (UT, lecturers),
Place: University of Utrecht, De Uithof, Minnaert Building (MIN) and others
Period: September 21-October 12 and October 26 - December 14, 12 lectures on 12 Mondays: !!!
no lecture on monday, October 19 !!!
!!! lecture-rooms have changed !! see (google: "onderwijscatalogusuu" under Continuous optimization - rooster)
September 21 : 11.00-12.45 (in MIN211)
September 28 : 11.00-12.45 (in Ruppert blauw)
October 05 : 11.00-12.45 (in MIN211)
October 12 : 11.00-12.45 (in Ruppert paars)
October 19 : !!!!!!! the lecture is skipped !!!!!!
October 26 : 11.00-12.45 (in Ruppert 042)
November 02 : 11.00-12.45 (in Ruppert 042 )
November 09 : 11.00-12.45 (in MIN211)
November 16 : 11.00-12.45 (in MIN211)
November 23 : 11.00-12.45 (in MIN211)
November 30 : 11.00-12.45 (in MIN211)
December 07 : 11.00-12.45 (in Ruppert rood)
December 14 : 11.00-12.45 (in KBG Pangea (behind Minnaert))
Downloadable lecture sheets (of the first part of the course, by Georg Still)
Lectures 1,2Chapter 1,2
Lectures 2,3Chapter 3
Lecture 4Chapter 4
Lectures 5,6Chapter 5
Lecture 7 (some) exercises will be discussed at this Monday lecture (November 9)exercisesCO1.pdf
All information on
the results of the exam and the retake exam
are to be found
on Peter Dickinson's site
Downloadable lecture sheets (of second part of the course, by Peter Dickinson)
and test exam 2015
to the site
Monday, January 4, 2016, 10.00-13.00, University of Utrecht (Uithof) in Educatorium, Gammazaal
(some students have extra time and can start at 9.30)
You may expect (around 6) exercises concerning the topics discussed during the lectures (see the lecture-sheets).
The exercises will be "similar" to the exercises on the sheets (or in the scripts).
Typical subjects are: convexity, duality, optimality conditions for convex and nonconvex programs, algorithms for nonconvex programs etc.
written exam: Monday, January 25, 2016, 10.00-13.00, University of Utrecht (Uithof), in Ruppert Blauw
E-mail: firstname.lastname@example.orgTel.: +31 (0)53-489 3404