- Course unit code:
- A500N1_4D
- Course unit title:
- Numerical Optimisation
- Mode of completion and Number of ECTS credits:
- Exm (6 credits)
- Course supervisor:
- doc. Ing. Ľuboš Čirka, PhD.
- Learning outcomes of the course unit:
- The student has knowledge of algorithms and the developing of procedures for solving optimization tasks using numerical methods. The student is able to numerically solve linear, quadratic and selected types of nonlinear optimization problems using available software, while he is able to create his own algorithms for solving optimization tasks.
- Prerequisites for registration:
- none
- Course contents:
- Floating-point arithmetics, linear and quadratic optimization problems, active set method, interior point method, barrier functions for solving constrained optimization problems, nonlinear optimization problems
- Recommended or required reading:
Basic:
- BOYD, Stephen; VANDENBERGHE, Lieven. Convex Optimization. Cambridge: Cambridge Press, 2004. 716 p. ISBN 978-0521-83378-3.
Recommended:
- Beck, Amir, Introduction to Nonlinear Optimization, Society for Industrial and Applied Mathematics, 2014.
- Planned learning activities and teaching methods:
Direct study: lectures (24h), seminars (12h), project defense (5h)
Indirect study: consultations, individual study, project preparation (20h)- Assesment methods and criteria:
- evaluation of discussions during semester (30p), presentation of implemented project of optimal control (70p).
- Language of instruction:
- Slovak
Institute of Information Engineering, Automation and Mathematics was established in 1.1.2006 from two departments: Department of Information Engineering and Process Control and Department of Mathematics.
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