NUMERICAL METHODS AND APPLICATIONS A
Linear algebra, Calculus, Numerical Analysis
Oral examination
Students will acquire the basic knowledge in order to model and to solve linear programming problems. Furthermore, they will learn the basic concepts of nonlinear optimization without constraints.
Introduction to optimization. Examples and fundamental properties of linear programming. Simplex method. Dual problem and primal-dual algorithm. The problem of transport and simplex method for transport problems. Problems of minimum and maximum flow on networks. (about 40 hours)
Unbounded problems: fundamental properties, methods of descent, conjugate direction methods, quasi-Newton methods.
Frontal lectures. (about 24 hours)
Recommended textbooks:
- “Linear and Nonlinear Programming”, di D. G. Luenberger, Addison-Wesley Publishing Company.
- "Numerical Optimization", di J. Nocedal and S. J. Wright, Springer.
Frontal lessons
Professors
Borrowers
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Degree course in: MATHEMATICS