Course description

Aim. Studying the fundamental concepts of the theory of extremal problems and methods and algorithms for solving them.

Summary. The course contains the fundamental tenets of the theory and methods for solving optimization problems. We consider the problem of linear and nonlinear programming, optimality conditions, the main methods and algorithms for their solution, as well as the basis of calculus of variations.

Target. Master basic theoretical and practical aspects of optimization problems. Become familiar with the mathematical apparatus used in the justification optimality conditions and to prove the convergence of numerical methods for solving extremal problems.

As the result of studying course the student should:

• know: formulation of the main types of optimization problems, optimality conditions for different types of optimization problems, the main numerical methods for their solution.
• be able to: identify the specific type of optimization problem and choose appropriate method to apply it for the solution of specific optimization problems.