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ECTS:
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6
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Lecturers in charge:
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Prof. dr. sc.
Luka Korkut
Doc. dr. sc.
Josipa-Pina Milišić
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English level:
1,1,1
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All teaching activities in the course will be held on English. This level includes courses with multiple groups (i.e., all teaching will be held strictly in Croatian for Croatian groups, and strictly in English for English groups).
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Description:
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Concise introduction to modern methods for solving nonlinear optimization problems.
Applications of nonlinear optimization in everyday life:
from weather-forecasting to the power production menagment.
Unconstrained optimization: line-search and trust-region methods. Constrained minimization: interior-
point methods and sequential quadratic programming (SQP) methods. Numerical solutions of presented engineering problems will be solved using Matlab.
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Literature:
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- J. F.Bonnans, J. C. Gilbert, C. Lemarechal, C. A. Sagastizabal: Numerical Optimization: Theoretical and Practical Aspects. Springer-Verlag 1997.
- S. Boyd, L. Vanderberghe: Convex optimization. Cambridge University Press 2009.
- J. E. Dennis, Jr. and Robert B. Schnabel: Numerical Methods for Unconstrained Optimization and Nonlinear Equations. SIAM Classics in Applide Mathematics, 1996.
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Ljetni semester
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course for
Graduation study
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