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NONLINEAR OPTIMIZATION, EQUATIONS AND LEAST SQUARES2009VT
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Course plan
No of lectures
16-18
Recommended for
those who plan to use nonlinear optimization, equations or least squares
The course was last given
2008VT
Goals
Students will get acquaintance with the most effective numerical methods in nonlinear optimization, equations and least squares, many of which have been developed only in recent years. The course responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.
Prerequisites
basic calculus, numerical linear algebra and optimization. Any gap in the background can be closed by students at the beginning of the course by intensive self-study with a help of the lecturer.
Organization
Each course topic is covered twice - first by the lecturer, then at the next meeting by a couple of students. Their presentation is followed by discussions.
Contents
unconstrained optimization,
constrained optimization,
systems of simultaneous nonlinear equations,
nonlinear least squares.
Literature
Jorge Nocedal and Stephen J. Wright Numerical Optimization, Springer, 2nd ed.,
2006.
http://www.ece.northwestern.edu/~nocedal/book/
Lecturers
Oleg Burdakov
Examiner
Oleg Burdakov
Examination
active participation (at least 85% attendance), presentation of the course topics.
Credit
9 points
Comments
This course is given every year since 2000. In 2003 and the subsequent years,
it is recommended by LiTH FoFu-nämnden as "Fakultetsgemensamma
forskarutbildningskursen".
This year, the number of IDA PhD students attending this course is 5 (the total
number of the attendees is 16).
Page responsible: Director of Graduate Studies
