Engineering systems and design problems can often be compactly described analyzed and manipulated using matrices and vectors. Moreover, tractable solutions to design problems can be obtained by casting the design problems as optimization problems. For the class of linear and quadratic problems, the solutions can be obtained by solving systems of equations. In computer programs, this is achieved via matrix factorizations. For the larger class of convex problems, no closed-form solution may exist and numerical methods must be applied. This course aims at teaching numerically robust methods for solving systems of equations and, more generally, convex optimization problems, including also standard constrained problems.
Lectures with exercises. Student projects on engineering application in their field
Name of exam | Matrix Computations and Convex Optimization |
Type of exam | Written or oral exam |
ECTS | 5 |
Assessment | Passed/Not Passed |
Type of grading | Internal examination |
Criteria of assessment | The criteria of assessment are stated in the Examination Policies and Procedures |
Danish title | Matriksberegning og konveks optimering |
Module code | ESNEITB6K2 |
Module type | Course |
Duration | 1 semester |
Semester | Spring
|
ECTS | 5 |
Language of instruction | Danish and English |
Empty-place Scheme | Yes |
Location of the lecture | Campus Aalborg |
Responsible for the module |
Study Board | Study Board of Electronics and IT |
Department | Department of Electronic Systems |
Faculty | The Technical Faculty of IT and Design |