Vector Space Methods

Code:

PDEEC0005

Acronym:

VSM

Keywords
Classification	Keyword
OFICIAL	Electrical and Computer Engineering

Instance: 2014/2015 - 1S

Active?	Yes
Responsible unit:	Department of Electrical and Computer Engineering
Course/CS Responsible:	Doctoral Program in Electrical and Computer Engineering

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
PDEEC	1	Syllabus since 2007/08	1	-	7,5	70	202,5

Teaching language

English

Objectives

This is an introductory course in functional analysis and infinite dimensional optimization, with applications in least-squares estimation, nonlinear programming in Banach spaces, optimal and robust control. The repertoire of analytical tools related to linear spaces provides the students with the facility to investigate new theoretical concepts in electrical engineering specialties

Learning outcomes and competences

Solid knowledge  of the methods used  for optimization in  infinite dimensional spaces. Students should be able to use methods and theory  in infinite dimensional spaces to design and solve applied problems more efficiently.

Working method

Presencial

Program

1- An introduction to functional analytic approach to optimization; Finite- versus infinitedimensional
spaces .
2- Normed linear spaces, open and closed sets; convergence; continuity; Banach
spaces, Complete subsets, Quotient spaces, Denseness and Separability
3- Fixed points of transformations on Banach Spaces -- Applications to solutions of
ordinary differential and integral equations
4- Hilbert Spaces -- The Projection Theorem; Orthogonal Complements; Gram-Schmidt
Procedure; Minimum distance to a convex set
5- Hilbert Spaces of random variables and stochastic processes; Least-squares
estimation
6- Dual Spaces. The Hahn-Banach Theorem, with applications to minimum norm
problems
7- Linear operators and adjoints
8- Optimization of functionals -- General results on existence and uniqueness of an optimum
9- Optimization of functionals. Gateaux and Frechet derivatives. Extrema; Euler-
Lagrange equations; Min-Max Theorem in Game Theory.
10- Constrained optimization of functionals: Global theory; Convex-concave functionals,
conjugate functionals, dual optimization problems, Lagrange multipliers, sufficiency;
sensitivity, duality; applications .
11- Constrained Optimization; Equality and Inequality Constraints; Kuhn-Tucker´Theorem in infinite dimensions
12- Optimal control and Maximum Principle
13- Numerical Methods
14- Other related topics (as time permits)

Mandatory literature

Luenberger, David G.; Optimization by Vector Space methods
Francis Clarke; Functional Analysis, Calculus of Variations and Optimal Control, Springer, 2013. ISBN: 978-1-4471-4819-7
Boyd, S. and Vandenberghe, L; Convex Optimization, Cambridge University Press, 2005. ISBN: 0 521 83378 7
Polak, E; Optimization: Algorithms and Consistent Approximations, Springer, New York, 1997. ISBN: 0-387-94971-2
Varaiya, Pravin; Lecture notes on optimization, e-book, http://paleale.eecs.berkeley.edu/~varaiya/papers_ps.dir/NOO.pdf

Teaching methods and learning activities

There will be expository lectures in the end of which a list of problems are proposed. Such lectures are followed by discussion classes to treat problems assigned on the subject.

Evaluation Type

Distributed evaluation without final exam

Assessment Components

Designation	Weight (%)
Participação presencial	30,00
Trabalho escrito	70,00
Total:	100,00

Amount of time allocated to each course unit

Designation	Time (hours)
Estudo autónomo	150,00
Frequência das aulas	42,00
Total:	192,00

Eligibility for exams

90% of the homework with mark greater or equal to 10.

Calculation formula of final grade

0,70 * written homework + 0,30 * oral discuss in the classes.

Examinations or Special Assignments

Students will have to do different homeworks that should be returned within a
week after being assigned. The classroom discussion of those problems will also be evaluated.

Internship work/project

Additional project will be introduced if the time allows it.

Classification improvement

With an extra project on Optimization or Optimal Control.

Observations

Classes can be in Portuguese if no foreigners rae enrolled.