Tipo di corso: Lecture
Valore in crediti ECTS: 6
Offered from the academic year 2012-2013
- Line search methods
- Least squares problems
- Conjugate gradient methods
- Newton and Quasi-Newton methods
- Linear and Quadratic programming
This course provides an introduction into fundamental techniques in discrete and continuous optimisation. Optimisation problems show up in many application areas, starting from discrete networks, the design of circuits, ranging over control problems to design and shape optimisation in engineering. In this course, we will discuss linear and nonlinear problems, constrained and unconstrained optimisation as well as numerical methods for solving these problems.
Interactive lectures both for theory and exercises. Attendance is required.
J. Nocedal and S. J. Wright, Numerical Optimisation, Springer, 1999.
S. Boyd and L. Vadenberghe, Convex Optimisation, Cambridge University Press, 2004.
P.E. Gill, W. Murray, and M.H. Wright, Practical Optimisation, London, Academic Press, 1981.