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: Pass with distinction, Pass with merit, Pass, Pass with distinction, Pass, Fail
Responsible department: Department of Computing Science
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.
English proficiency equivalent to IELTS Academic Training minimum score 5.0 with no individual score below 4.5 (Tests taken before January 2005 not admissible or TOEFL minimum score 500 on paper based test and not below 4.0 on the TWE, Alternatively 173 on computer based test with iBT61 is also required as well as basic entrance requirements for higher studies in Swedish language proficiency if the course is taught in Swedish.
Literature
Valid from:
2009 week 35
Numerical optimization Nocedal Jorge, Wright Stephen J. 2. ed. : Berlin : Springer : 2006 : xxii, 664 s. : ISBN: 978-0-387-30303-1 Search the University Library catalogue
