Ph.D. course
September 2011

Problems of Advanced Optimization

1st Session

Time: Monday, September 05, 2011,  kl. 08:30
Place: G5-112, Fredrik Bajers Vej 7G, 9220 Aalborg


A general introduction to the course.
A crash course on Taylor approximation, vector functions, Jacobians, Hessian matrices and extrema of functions of several variables. We will use notes, which can be downloaded from here.
Exercise session, based on the exercises given in the notes.


I know nothing about your mathematical skills. Most probably, many of you have never seen a real proof before. This is going to be a real math course. Therefore it is very important to stop me right away if you feel that the rhythm gets too fast, or my explanations get too sketchy, or if you want me to repeat something.

I do not use slides or power-point presentations. Everything will be written down on the blackboard. It would be a good idea to bring along a number of pencils and lots of paper.

If you have any kind of mathematical question related to your research which you would like to discuss with me, we can find some time during the exercise session.

Updated 18/08/2011 by Horia Cornean.