FMA275F

Tillfällig

Numerical Optimization

7.5

Ren forskarutbildningskurs

7151 (Centre of Mathematical Sciences / Mathematics)

 -02-17

FN1/AndersGustafsson

English

Vid tillräcklig efterfrågan

The aim of the course is to give good knowledge about modern numerical optimization algorithms especially about those suitable for large-scale problems - in particular their practical strengths and weaknesses and a deeper understanding of the basic principles behind them - in order to be able to use them in research.

Line search and trust-region methods, conjugate gradient and quasi-Newton methods, large-scale optimization, derivative-free methods, least-squares, nonlinear equations, theory and fundamentals of algorithms for nonlinear optimization with constraints, interior-point methods, quadratic and sequential quadratic programming, penalty and augmented Lagrangian methods.

be able to describe the main features of modern optimization algorithms which are used in practice.
be able to explain the basic principles for the algorithms that are covered by the course.
be able to describe the differences between algorithms with respect to properties and behaviour.

be able to independently identify and formalize problems relevant for industry or research as optimization problems.
show good ability to analyse an optimization problem and suggest a suitable numerical algorithm as well as to implement it in MATLAB.
be able to give a qualitative comparison of the strengths and weaknesses of different numerical algorithms within the course (with respect to convergence, speed, stability, large-scale properties etc).
be able to present a solution to mathematical problems within the course scope that is terminologically adequate, well structured and logically correct.

Seminarier

Seminars by the course participants

Inlämningsuppgifter

Seminarieföredrag av deltagarna

Underkänd, godkänd

Nocedal, J. & Wright, S.: Numerical Optimization. Springer, 2006. ISBN 9780387303031.

It should be at least seven potential participants for the course to be given.

FMA275F

 -02-17

FN1/AndersGustafsson