| Recommended semester: 4th -7th semester |
| Scope and form: Lectures and project work. |
Evaluation: Approval of coursework/reports
4 reports on assignments solved by groups of 2 participants. |
| Examination: 13-scale |
| Previous course: 04212 og 04412 |
| Prerequisites: Introductory numerical methods |
| Preferred prerequisites: Introductory statistics |
| Participant limitation: Max. 50 |
Aim: To enable the student to use a computer to find optimal values of the parameters in a mathematical model of a physical or technical problem. The problem is e.g. to find the parameters in a function so that the corresponding curve is a best fit to a given set of data points. The parameters may be subject to constraints.
The students will see how available library routines work and learn how to construct their own programs. |
| Contents: Approximation with polynomials and cubic splines. Methods for finding minimum points of a smooth function (e.g., steepest descent and quasi-Newton methods). Special methods for least-squares approximation (e.g., Marquardt's algorithm) and minimax approximation. Methods for constrained optimization. Linear programming (Simplex and interior point methods). Introduction to interval analysis with applications in global optimization. |
Contact: Hans Bruun Nielsen, building 305, (+45) 4525 3077, hbn@imm.dtu.dk
Kaj Madsen, building 321/305, (+45) 4525 3075, km@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02611 |
| Keywords: unconstrained and constrained continuous optimization, parameter estimation, curve and surface fitting, interval analysis, algorithms and program libraries |
| Updated: 06-07-2001 |
