FC200 Numerical optimization

Faculty of Science
Spring 2016
Extent and Intensity
2/0. 2 credit(s). Type of Completion: zk (examination).
Teacher(s)
prof. RNDr. Josef Humlíček, CSc. (lecturer)
Guaranteed by
prof. RNDr. Josef Humlíček, CSc.
Department of Condensed Matter Physics – Physics Section – Faculty of Science
Contact Person: prof. RNDr. Josef Humlíček, CSc.
Supplier department: Department of Condensed Matter Physics – Physics Section – Faculty of Science
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
The aim is at algorithms and utilisation of numerical optimalisation methods.
Syllabus
  • Minimization, maximization, optimization in science and technology. Unconditioned minimizing of the square function. The linear model in statistics. Cholesky method. Example - refractive index of quartz. Minimizing functions of one variable. Search in point networks, the golden section. Rosenbock and Brent method. Example - Wigner-Breit distribution position from maximum likelihood. Minimizing functions of more variables. Nelder-Meade method, Powell method. The steepest descent, conjugated gradients, Taylor expansion. Marquardt-Levenberg method. Variable metric. Example - testing the effectiveness with the Rosenbrock function. Linear programming. Simplex method. An example of resources optimizing.
Literature
  • HUMLÍČEK, Josef. Základní metody numerické matematiky. Vyd. 1. Praha: Státní pedagogické nakladatelství, 1981, 171 s. info
  • HUMLÍČEK, Josef. Statistické zpracování výsledků měření. 1. vyd. Brno: Rektorát UJEP, 1984, 101 s. info
Language of instruction
Czech
Further Comments
The course is taught once in two years.
The course is taught: every week.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2011, Spring 2012, spring 2012 - acreditation, Spring 2013, Spring 2014, spring 2018, Spring 2021, Spring 2023, Spring 2025.
  • Enrolment Statistics (Spring 2016, recent)
  • Permalink: https://is.muni.cz/course/sci/spring2016/FC200