FI:P027 Optimization - Course Information

P027 Optimization

Faculty of Informatics
Autumn 1995

Extent and Intensity

0/0. 3 credit(s). Recommended Type of Completion: zk (examination). Other types of completion: k (colloquium), z (credit).

Teacher(s)

RNDr. Petr Mejzlík, Dr. (lecturer)

Guaranteed by

Contact Person: RNDr. Petr Mejzlík, Dr.

Prerequisites

Prerequisites: mathematical analysis M001 Calculus II and linear algebra M004 Linear Algebra and Geometry II.

Course Enrolment Limitations

The course is also offered to the students of the fields other than those the course is directly associated with.

fields of study / plans the course is directly associated with

Syllabus

This is a basic course on methods of mathematical optimization and their practical use.
Unconstrained optimization: Nelder--Mead method, steepest descent, Newton methods, conjugate gradient, trust region methods. Least squares problem and analysis of experimental data.
Linear programming, revised Simplex method, interior point methods. Applications of linear programming. Integer programming, branch and bound method. Dynamic programming.
Nonlinear constrained optimization: penalty functions, quadratic programming, sequential quadratic programming method.
Global optimization: simulated annealing, genetic algorithms, diffusion equation method.

Language of instruction

Czech

Teacher's information

ftp://ftp.fi.muni.cz:/pub/users/mejzlik/optimalizace/

The course is also listed under the following terms Autumn 1996, Spring 1998, Spring 1999, Spring 2000, Spring 2001.