Optimization

About this programme

The main focus of the course is convex analysis and a rather modern treatment of optimization problems. It covers basic convex analysis and Lagrange duality theory with their applications in linear and nonlinear programming problems with and without constraints and a touch to modern convex optimization theory. It also provides links to other specific optimization problems such as matrix game, integer programming and dynamic programming. The contents of the course may be applied in modelling and computation nearly everywhere when mathematical models or computations can not be made exact. In particular it provides a solid theoretic background and skill for understanding nature and mathematical structure of different problems so that a practical problems can be tackled successfully. An apparent example of such is understanding (big) data to make optimization algorithms work for example in Machine learning. To follow your passion. To be close to international career opportunities. To explore city and countryside. In Stockholm you can really get the best of both worlds. Here we explain all the different steps you need to go through when applying to a course or programme. Stockholm University arranges regular webinars and participates in educational fairs and events virtually and around the world to meet students and inform them about our study programmes. Every year Stockholm University welcomes thousands of international students from all over the world. Each bringing their own backpack full of experiences, expectations and dreams.