Modern Algorithms in Numerical Optimisation - NMOD038
Title: Moderní algoritmy numerické optimalizace
Guaranteed by: Ústav teorie informace a automatizace AV ČR, v.v.i. (32-UTIAAV)
Faculty: Faculty of Mathematics and Physics
Actual: from 2022
Semester: winter
E-Credits: 3
Hours per week, examination: winter s.:2/0, Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: cancelled
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: prof. Michal Kočvara, DrSc.
Classification: Mathematics > Optimization
Interchangeability : NMNV627
Is incompatible with: NMNV627
Is interchangeable with: NMNV627
Opinion survey results   Examination dates   Schedule   Noticeboard   
Annotation -
Convex sets, convex functions. Elements of non-conditioned optimization. one-dimensional problems (line-search), methods of the type trust-region. Practical Newton's methods. Elements of conditioned optimization, optimality conditions. Quadratic programming, sequential quadratic programming. Methods of penalization and methods of an internal point for convex and non-convex conditioned optimization. Semidefinite programming.
Last update: G_M (07.06.2005)
Literature - Czech

Literatura: J. Nocedal, S. Wright: Numerical Optimization. Springer, 1999.

Last update: G_M (07.05.2003)
Syllabus -

Convex sets, convex functions. Elements of non-conditioned optimization. one-dimensional problems (line-search), methods of the type trust-region. Practical Newton's methods. Elements of conditioned optimization, optimality conditions. Quadratic programming, sequential quadratic programming. Methods of penalization and methods of an internal point for convex and non-convex conditioned optimization. Semidefinite programming.

Last update: G_M (07.06.2005)