PřF:MAF01 Numerical optimalisation - Course Information

MAF01 Numerical optimalisation

Extent and Intensity

2/0/0. 2 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).

Teacher(s)

doc. RNDr. Ladislav Adamec, CSc. (lecturer)

Guaranteed by

prof. RNDr. Ondřej Došlý, DrSc.
Department of Mathematics and Statistics – Departments – Faculty of Science

Timetable

Tue 16:00–17:50 M4,01024

Prerequisites

Differential calculus in several variables, metric spaces. Basic numerical methods.

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

• Finance Mathematics (programme PřF, N-AM)
• Mathematical Modelling and Numeric Methods (programme PřF, N-MA)
• Mathematics - Economics (programme PřF, N-AM)
• Statistics and Data Analysis (programme PřF, N-AM)

Course objectives

The goal of the lecture is to give a description of the most powerfull and state of the art techniques for solving continuous optimization problems.
At the end of this course, students will acquire knowledge of the field of unconstrained numerical optimization in R¹ and Rⁿ.

Syllabus

• 1. Introduction into numerical optimization.
• 2. Numerical optimization in R¹.
• 3. Unconstrained optimization in Rⁿ.
• 4. Fundamentals of constrained optimization in Rⁿ.

Literature

• FLETCHER, R. Practical methods of optimization. 1st ed. Chichester: John Wiley & Sons. xiv, 436. ISBN 0471915475. 1987. info

Teaching methods

Theoretical lectures.

Assessment methods

Oral examination.

Language of instruction

Czech

Further Comments

The course is taught only once.

• Enrolment Statistics (recent)
  
• Permalink: https://is.muni.cz/course/sci/spring2010/MAF01