This course aims to provide a concise introduction into the basics of convex and nonconvex continuous constrained optimization. In particular, conic programming will be treated.

The course starts with an introduction into convex sets and convex functions. Duality in convex optimization is the next topic. We consider Lagrange- and saddle-point duality. Then an introduction into theory and basic algorithms for constrained nonlinear problems is presented. Finally as a special topic, conic optimization problems are studied.

Prerequisites
Solid knowledge (bachelor level) of linear algebra and multivariate analysis. Knowledge of linear optimization and convex analysis is also useful, but not compulsory.