Numerical Optimisation

Course Code :2000WETNOP
Study domain:Mathematics
Academic year:2019-2020
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
  • PDE constraint optimization and adjoints.