Nonlinear Optimization, Equations and Least Squares, 9.0 credits
Olinjär optimering, ekvationer och minsta kvadratmetoder, 9.0 hp
6FMAI07
Course level
Third-cycle EducationDescription
Current and recently held PhD courses at the Department of Mathematics can be found here: https://liu.se/artikel/doktorandkurser-vid-matematiska-institutionen
Entry requirements
Basic calculus, numerical linear algebra and optimization. Any gap in the background can be closed by students at the beginning of the course by intensive self-study with a help of the lecturer.
Specific information
This course has been recommended by LiTH FoFu-nämnden as a "Fakultetsgemensam forskarutbildningskurs".
Contents
Unconstrained optimization, constrained optimization, systems of simultaneous nonlinear equations, nonlinear least squares. Students will get acquaintance with the most effective numerical methods, many of which have been developed only in recent years.
Educational methods
One lecture a week. Each topic is covered twice - first by the lecturer, then at the next meeting by a couple of students. Their presentation is followed by discussions.
Examination
Active participation (at least 85% attendance), presentation of the course topics.
Grading
Two-grade scaleCourse literature
Jorge Nocedal and Stephen J. Wright: Numerical Optimization, Springer, 2nd ed., 2006.