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FSI-SMA-AAcad. year: 2025/2026
The subject is focused on selected optimization tasks. Attention will be paid in particular to the tasks of convex optimization, calculus of variations and the basics of optimal control.
Language of instruction
Number of ECTS credits
Mode of study
Guarantor
Department
Entry knowledge
Knowledge of foundations of the following topics is required:
Rules for evaluation and completion of the course
Credit will be awarded for the semester assessment. This will be a specific task on a selected topic that shoud be processed individually. The exam will take the form of a project defense, which will be assigned no later than the 10th week of the semester.
Aims
Study aids
Prerequisites and corequisites
Basic literature
Recommended reading
Classification of course in study plans
Lecture
Teacher / Lecturer
Syllabus
Week 1-3: Introduction to convex optimisation, convex functions, convex setsWeek 4-5: Quadratic programmingWeek 6-9: Numerical optimisation methods, Newton's method, gradient descent method and conjugate gradient methodWeek 10-13: Variational methods, introduction to optimal control of dynamical systems
Exercise
In the first exercise we recall elementary notions from analytical geometry and numerical methods. Tutorial examples will be calculated. Further exercises will topically follow the lectures from the previous week.