MAT-60456 Optimization Methods, 5 cr

Additional information

Suitable for postgraduate studies. The implementation will not be executed during the academic year 2016-2017.

Person responsible

Henri Hansen

Lessons

Implementation Period Person responsible Requirements
MAT-60456 2016-01 - Timo Hämäläinen
Tentti

Learning Outcomes

Modelling and solving of optimization problems Linear optimization. Nonlinear optimization with and without constraints.

Content

Content Core content Complementary knowledge Specialist knowledge
1. Linear optimization. Simplex and dual simplex algorithms. Nonlinear optimization. Newton's method, quasi-Newton methods, gradient and conjugate gradient methods.  Karush-Kuhn-Tucker conditions.   

Study material

Type Name Author ISBN URL Additional information Examination material
Summary of lectures   Optimization methods   Timo Hämäläinen         Yes   

Correspondence of content

There is no equivalence with any other courses

Updated by: Ali-Löytty Simo, 11.02.2017