| |
| Previous course: C0254 og C0261 |
| Offered by:
Department of Mathematical Modelling
(IMM) |
| No credit points with: C0254/C0261 |
| Prerequisite: C0201/04110/C0205/04010/C6908 |
| Desirable: C0401/04041/C0410/04040 |
| Recommended semester:
4th -7th semester |
| Limitation: Max. 50 |
| Scope and form: Lectures and project work. |
| Examination:
Evaluation of report(s)
(13 point scale
) |
| Contact person: |
Kaj Madsen, IMM, Building 305, Tel. +45 4525 3075 |
|
| 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 model is e.g. a continuous curve that approximates a given set of data points. 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. Interior point methods for linear programming. |