| TAOP04 |
Mathematical Optimization, 6 ECTS credits.
/Matematisk optimering/
For:
I
Ii
IT
MMAT
Y
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The course is offered every second year. It will be available during 2016
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Prel. scheduled
hours: 36
Rec. self-study hours: 124
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Area of Education: Science
Main field of studies: Mathematics, Applied Mathematics
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Advancement level
(G1, G2, A): A
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Aim:
The course intends to give a deeper knowledge of mathematical optimization, with emphasis on solution methods for nonlinear optimization. After the course, the student shall be able to:
- reproduce and apply basic convergence theory for nonlinear optimization
- describe and apply some basic solution principles for nonlinear optimization, such as, for example, conjugate gradient methods
- understand the structure and function of commonly used computer software for nonlinear optimization.
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Prerequisites: (valid for students admitted to programmes within which the course is offered)
Calculus, linear algebra, Matlab, and an introductory course in optimization.
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:
The lectures develop the theory.
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Course contents:
Algorithmic mappings, line-search methods, the simplex method for unconstrained optimization, conjugate gradient methods, quasi-Newton methods, sequential linear programming, sequential quadratic programming, model predictive control (MPC), Gauss-Newton methods.
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Course literature:
Handouts.
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Examination: |
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Project
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6 ECTS
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Course language is Swedish.
Department offering the course: MAI.
Director of Studies: Ingegerd Skoglund
Examiner: Torbjörn Larsson
Course Syllabus in Swedish
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