Nonlinear Optimization

Course Description

Concise introduction to modern methods for solving nonlinear optimization problems. Applications of nonlinear optimization in everyday life: from weather-forecasting to the power production management. 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.

Study Programmes

Postgraduate doctoral study programme

Literature

Jorge Nocedal, Stephen Wright (2006.), Numerical Optimization, Springer Science & Business Media
Stephen P. Boyd, Lieven Vandenberghe (2009.), Convex Optimization, Cambridge University Press
J. E. Dennis, Jr., Robert B. Schnabel (1996.), Numerical Methods for Unconstrained Optimization and Nonlinear Equations, SIAM

For students

General

ID 154863
  Summer semester
6 ECTS
L2 English Level