Numerical Optimisation

Course Code :2000WETNOP
Study domain:Mathematics
Academic year:2017-2018
Semester:1st semester
Contact hours:60
Credits:6
Study load (hours):168
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 1st semester
Lecturer(s)Wim Vanroose

3. Course contents *

We give an overview of the current state of numerical optimization. 

- How do you translate a optimization problem with constraint into a Lagrangian?

- What are the Karush-Kuhn-Tucker conditions

- primal-dual formulation of an optimization problem

-  Linear and Quadratic programming

-  non-linear programming

- Interior-Point methods 

- Penalty and Augmented methods