MathMods :: Joint MSc

Numerical optimization

Additional Info

  • ECTS credits: 6
  • Semester: 2
  • University: Vienna University of Technology
  • Objectives:

     

    Learn the basic concepts and methods of unconstrained and constrained optimization.

  • Topics:

     

    Unconstrained optimisation: gradient methods, classical Newton method, quasi-Newton method (e.g. BFGS method). Constrained optimisation: trust region methods, linear programming (simplex method, interior point method), quadratic programming (inner point method, active sets method), sequential quadratic programming.

Read 909 times Last modified on Tuesday, 20 February 2018 16:48

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