| Lecturer: |
Lecturer, Lic.Phil. Sirkku Parviainen |
| Goals: |
The course introduces the concepts of nonlinear optimization and provides the basic skills for formulating and solving nonlinear optimization tasks. |
| Content: |
Formulation of optimization models. Classification of optimization problems. Optimization of a function of one variable. Optimality criteria in unconstrained and constrained optimization. Line search methods,
unconstrained multivariate optimization methods. Methods for constrained optimization. Methods for global optimization. Principles of evolutionary algorithms. Optimization software tools, examples with Matlab. |
| Required: |
Mathematics A and B, Ti5413600 Numeerinen analyysi I. |
| Literature: |
Lecture slides.
Gill, Murray, and Wright: Practical Optimization. |
| Lectures: |
28 |
| Times and places: |
4th period:
Tuesday 12-14 (1385)
Wednesday 12-14 (4311) |
| Exercises: |
28 hours. |
| Times and places: |
Thursday 14-16 (1338) |
| Projects: |
1 units. |