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NONLINEAR OPTIMIZATION, EQUATIONS AND LEAST SQUARES

2009VT

Status Archive
School Computer and Information Science (CIS)
Division MAI
Owner Oleg Burdakov
Homepage http://www.mai.liu.se/~olbur/kurser/PHD/info.html

This course is organized by MAI, not IDA
If you are interested in attending the course, please look at page:
http://www.mai.liu.se/~olbur/kurser/PHD/info.html
/Anne

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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
Last updated: 2012-05-03