PV027 Optimization

Faculty of Informatics
Spring 2004
Extent and Intensity
2/1. 3 credit(s) (plus extra credits for completion). Recommended Type of Completion: zk (examination). Alternate Types of Completion: z (credit).
Teacher(s)
RNDr. Radka Svobodová Vařeková, Ph.D. (lecturer)
Supervisor
prof. RNDr. Luděk Matyska, CSc.
Department of Information Technologies - Faculty of Informatics
Contact Person: prof. RNDr. Luděk Matyska, CSc.
Timetable
Wed 7:00–9:50 B011
Prerequisites
! P027 Optimization
Prerequisites: mathematical analysis M001 Calculus II and linear algebra M004 Linear Algebra and Geometry II.
Course Enrollment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 45 student(s).
Current registration and enrollment status: enrolled: 0/45, only registered: 0/45, only registered with preference (fields directly associated with the programme): 0/45
Fields of study the course is directly associated with
Course objectives
This is a basic course on methods of mathematical optimization and their practical use.
Syllabus
  • 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.
Literature
  • FLETCHER, R. Practical methods of optimization. 1st ed. Chichester: John Wiley & Sons, 1987. 436 s. ISBN 0-471-91547-5. info
Further Comments
The course is taught annually.
Teacher's information
http://ncbr.chemi.muni.cz/~n19n/vyuka/optimalizace
The course is also listed under the following terms Spring 2006, Spring 2008, Spring 2010, Spring 2011, Autumn 2012.
  • Enrollment Statistics (Spring 2004, recent)
  • Permalink: https://is.muni.cz/course/fi/spring2004/PV027

Other references: 


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