MAT-60456 Optimization Methods, 5 cr
Additional information
Suitable for postgraduate studies.
Person responsible
Henri Hansen
Lessons
Implementation | Period | Person responsible | Requirements |
MAT-60456 2019-01 | 2 |
Henri Hansen |
Final exam + peer reviewed project work |
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 |
Prerequisites
Course | Mandatory/Advisable | Description |
MAT-02100 Usean muuttujan funktiot | Advisable | |
MAT-60000 Matriisilaskenta | Advisable |
Correspondence of content
There is no equivalence with any other courses