This information sheet indicates how the course will be organized at pandemic code level yellow and green.
If the colour codes change during the academic year to orange or red, modifications are possible, for example to the teaching and evaluation methods.

Numerical Optimisation

Course Code :2000WETNOP
Study domain:Mathematics
Academic year:2020-2021
Semester:1st semester
Contact hours:60
Study load (hours):168
Contract restrictions: No contract restriction
Language of instruction:English
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.