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Syllabus:

Non-Linear Optimization, 7.5 Credits

The course is discontinued

Swedish name: Icke-linjär Optimering

This syllabus is valid: 2017-06-26 and until further notice

Course code: 5DA001

Credit points: 7.5

Education level: Second cycle

Main Field of Study and progress level: Computing Science: Second cycle, has second-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has second-cycle course/s as entry requirements

Grading scale: TH teknisk betygsskala

Responsible department: Department of Computing Science

Revised by: Faculty Board of Science and Technology, 2017-10-02

Contents

The aim of the course is to acquire knowledge and understanding of the problem-solving process involving modeling, simulation, analysis, and optimization. The focus is on optimization, that in turn requires deeper knowledge about different optimization methods (direct, iterative, stochastic), theory for non-linear optimization problems including optimality conditions and convergence rate, principles for constrained optimization, linear programming, and least-squares problems. Computer assignments using Matlab and software libraries are important for acquiring skills and increased understanding.

Required Knowledge

Univ: To be admitted you must have 60 ECTS-credits in Computing Science or two years of completed studies, in both cases including Single variable calculus, linear algebra, introductory programming methodology, introductory numerical methods, Matrix Computations and Applications or equivalent.
Proficiency in English equivalent to Swedish upper secondary course English A (IELTS (Academic) with a minimum overall score of 5.5 and no individual score below 5.0. TOEFL PBT (Paper-based Test) with a minimum total score of 530 and a minimum TWE score of 4. TOEFL iBT (Internet-based Test) with a minimum total score of 72 and a minimum score of 17 on the Writing Section).
Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.

Literature

The literature list is not available through the web. Please contact the faculty.