After successful completion of the course, students are able to solve constrained and unconstrained optimisation problem numerically. We discuss several classes of minimisation problems, such as,
the minimisation of quadratic cost functionals.
Unconstrained optimization: gradient methods, classicalNewton method, quasiNewton method. Constrained optimization: trust region methods, linear programming, (sequential) quadratic programming
Blackboard presentation.
The lecture starts at 12:30.
Oral exam.
Analysis and linear algebra