| TAOP60 | Mathematical Programming, 4,5 ECTS credits. /Matematisk programmering/ |
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Prel. scheduled
hours: 36 |
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Area of Education: Science Subject area: Mathematics |
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| Advancement level
(A-D): D
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| Aim: The course intends to give deeper knowledge of the mathematical background to the methods that have been presented in the basic course, to give knowledge on modern optimizing methods and to develope the ability to independently apply theory and methods on specific problems. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) Optimization, basic course Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Organisation: Lectures develope theory. Storseminarier are devoted to applications and solution methods. The seminars consist of computer exercises on algorithm development and on application of standard methods on specific problems. |
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| Course contents: Necessary and sufficient conditions for local optima. Order of convergence the revised simplex method. Quadratic programming. Methods for nonlinear optimization without constraints: Conjugate gradients, Quasi-Newton and Newton methods. Methods for nonlinear programming with constraints. Barrier and penalty function methods, Sequential quadratic programming, Interior point methods for LP, Semidefinite programming. |
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| Course literature: Luenberger, D.: Linear and Nonlinear Programming, 2nd ed., Addison-Wesley, 1984. |
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| Examination: | |||
| Written examination Written examination |
3 p 0 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Mathias Henningsson Examiner: Torbjörn Larsson Course Syllabus in Swedish |
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