TIES483 Nonlinear Optimization (5 cr)
Study level:
Advanced studies
Grading scale:
0-5
Language:
English, Finnish
Responsible organisation:
Faculty of Information Technology
Curriculum periods:
2017-2018, 2018-2019, 2019-2020
Description
Content
Theory, methods, software and different applications of nonlinear optimization. Optimization for a single variable. Optimization for several variables with and without constraints. Optimality conditions.
Completion methods
Assignment or final exam. In addition, weekly exercises.
Learning outcomes
Recognize and solve different types of optimization problems. Understand the basic approaches in solving nonlinear optimization problems. Recognize optimality conditions for unconstrained and constrained problems and learn how to apply them to verify optimality of a solution. Understand the basics of choosing and implementing optimization methods. Learn how to search and apply optimization software in order to solve nonlinear optimization problems. Understand differences in solving convex and non-convex optimization problems. Recognize basic ideas of solving multiobjective optimization problems.
Description of prerequisites
Basics of linear and discrete optimization, numerical methods, basic programming skills calculus and linear algebra.
Study materials
Electronic material
Completion methods
Method 1
Select all marked parts
Parts of the completion methods
x
Teaching (5 cr)
Type:
Participation in teaching
Grading scale:
0-5
Language:
English, Finnish