Convex Optimization with Applications

Објавено: July 3, 2023
1. Course Title Convex Optimization with Applications
2. Code 4ФЕИТ11003
3. Study program 11-IBS, 12-KIT, 13-PMA, 21-PNMI
4. Organizer of the study program (unit, institute, department) Faculty of Electrical Engineering and Information Technologies
5. Degree (first, second, third cycle) Second cycle
6. Academic year/semester I/1   7.    Number of ECTS credits 6.00
8. Lecturer Dr Katerina Hadzi-Velkova Saneva, Dr Zoran Hadji-Velkov
9. Course Prerequisites
10. Course Goals (acquired competencies):

Understanding the theory of convex optimization. Ability to recognize, model and solve optimization problems in engineering.

11. Course Syllabus:

Introduction to mathematical optimization. Convex sets. Convex functions. Operations that preserve convexity. Linear programming. Quadratic programming. Semidefinite programming. Lagrange duality. Optimality conditions. Methods for solving constrained and unconstrained convex problems. Software tools for convex optimization problems. Recognition and modeling of convex optimization problems in engineering.

12. Learning methods:

Lectures, seminar papers, project and independent assignments, self study.

13. Total number of course hours 180
14. Distribution of course hours 3 + 3
15. Forms of teaching 15.1 Lectures-theoretical teaching 45 hours
15.2 Exercises (laboratory, practice classes), seminars, teamwork 0 hours
16. Other course activities 16.1 Projects, seminar papers 45 hours
16.2 Individual tasks 45 hours
16.3 Homework and self-learning 45 hours
17. Grading
17.1 Exams 0 points
17.2 Seminar work/project (presentation: written and oral) 50 points
17.3. Activity and participation 0 points
17.4. Final exam 50 points
18. Grading criteria (points) up to 50 points 5 (five) (F)
from 51 to 60 points 6 (six) (E)
from 61 to 70 points 7 (seven) (D)
from 71 to 80 points 8 (eight) (C)
from 81 to 90 points 9 (nine) (B)
from 91 to 100 points 10 (ten) (A)
19. Conditions for acquiring teacher’s signature and for taking final exam Regular attendance of classes / consultations
20. Forms of assessment Preparation and presentation of a seminar paper / project assignment; written exam. The written exam has a maximum duration of 120 minutes, during which the use of books, scripts, manuscripts or notes is allowed.
21. Language Macedonian and English
22. Method of monitoring of teaching quality Self-evaluation
23. Literature
23.1.       Required Literature
No. Author Title Publisher Year
1. S. Boyd and L. Vandenberghe Convex Optimization Cambridge University Press 2004
2. D.G. Luenberger и Y. Ye Linear and Nonlinear Programming Springer 2016
23.2.       Additional Literature
No. Author Title Publisher Year
1.  P. Venkataram  Applied Optimization with MATLAB Programming  John Wiley and Sons  2009