NUMERICAL METHODS AND APPLICATIONS A
- Overview
- Assessment methods
- Learning objectives
- Contents
- Full programme
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Linear algebra, Calculus, Numerical Analysis
Oral examination and a short project on a topic or an algorithm of the course. The student can choose if deepen a theoretical topic of implement an algorithm.
The oral examination will verify the basic tools in optimisation and them application to simple problems.
Students will acquire the basic knowledge in order to model and to solve linear programming problems. Furthermore, they will learn how to apply 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. (about 35 hours)
Unbounded problems: fundamental properties, methods of descent, quasi-Newton methods, trust-region method.
Frontal lectures. (about 29 hours)
Introduction to optimization. Examples and fundamental properties of linear programming. Fundamental theorem of linear programming and its geometric interpretation. Simplex method, block form and revised simplex. Dual problem and primal-dual algorithm. The problem of transport and simplex method for transport problems. (about 35 hours)
Unbounded problems: fundamental properties, methods of descent, conjugate direction methods, quasi-Newton methods, trust-region method.
Frontal lectures. (about 29 hours)
Frontal lessons with theory and exercises
Meeting by appointment.
Professors
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Degree course in: MATHEMATICS