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04212 Optimization and Data Fitting
Danish title: Optimering og datafitting

Type: Å, Language: E
Credit points: 5 point
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.