SubjectsSubjects(version: 964)
Course, academic year 2024/2025
   Login via CAS
Numerical Optimization Methods 2 - NMNV544
Title: Numerické metody optimalizace 2
Guaranteed by: Department of Numerical Mathematics (32-KNM)
Faculty: Faculty of Mathematics and Physics
Actual: from 2022
Semester: summer
E-Credits: 5
Hours per week, examination: summer s.:2/2, C+Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech
Teaching methods: full-time
Guarantor: doc. RNDr. Petr Tichý, Ph.D.
Teacher(s): doc. RNDr. Petr Tichý, Ph.D.
Class: M Mgr. NVM > Povinně volitelné
Classification: Mathematics > Numerical Analysis
Pre-requisite : NMNV503
Annotation -
Theory of constrained optimization and fundamentals of algorithms for nonlinear constrained optimization. The course deals with numerical optimization methods for solving problems of linear, quadratic, and sequential quadratic programming. Students will test the algorithms practically during the exercise.
Last update: Kučera Václav, doc. RNDr., Ph.D. (05.12.2018)
Literature - Czech

J. Nocedal, S. Wright, Numerical Optimization, 2nd edition, Springer, Berlin, 2006.

W. Sun, Y-X. Yuan, Optimization Theory and Methods: Nonlinear Programming, Springer, New York, 2006.

R. Fletcher, Practical Methods of Optimization, 2nd edition, John Wiley & Sons, New York, 2000.

Last update: Kučera Václav, doc. RNDr., Ph.D. (15.01.2019)
Syllabus -

Constrained optimization theory (Lagrange multipliers, necessary and sufficient conditions), linear programming and the simplex method, basics of algorithms for constrained optimization, quadratic programming, penalty methods and extended Lagrangian methods, sequential quadratic programming, interior point methods.

Last update: Tichý Petr, doc. RNDr., Ph.D. (03.02.2022)
 
Charles University | Information system of Charles University | http://www.cuni.cz/UKEN-329.html