Optimization MN1

5 credit points

Syllabus, C-level, 1TD181

Code
1TD181
Level
C
Subject(s)
Computer Science
Grading system
Pass with distinction (VG), Pass (G), Fail (U)
Finalised
9 April 1991
Responsible department
Department of Information Technology

Entry requirements

Mathematics 20 points (30 ECTS credits). Computer programming MN2 5 points (7.5 ECTS credits) and Scientific computing, second course, 5 points (7.5 ECTS credits). Within the programme Computer science

Algorithms and data structures DV1, Introduction to Scientific Computing 10 points (15 ECTS credits) and Scientific computing second course 5 points (7.5 ECTS credits) or the equivalent.

Content

Linear programming, theory and applications. The simplex algorithm. Sensitivity analysis. Numerical methods for non-linear problems without constrains. Duality. Heuristic methods for global optimisation. Genetic algorithms. Non-linear least square problems. Applications and methods for system analysis, financial mathematics, natural sciences and technology.

Instruction

Lectures, compulsory assignments.

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