MAT-60456 Optimization Methods, 5 cr
Additional information
Suitable for postgraduate studies.
Person responsible
Henri Hansen
Lessons
| Implementation | Period | Person responsible | Requirements |
| MAT-60456 2017-01 | 3 |
Henri Hansen |
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. | Algorithmic considerations for optimization algorithms such as ECP. |
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