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04212 Optimization and Data Fitting
Danish title: Optimering og datafitting
Language: English Credit points: 5
Type: Ph.D.-level, Open University
Language: English

Previous course: C0254 og C0261
No credit points with: C0254/C0261
Prerequisite: C0201/04110/C0205/04010/C6908
Recommended semester: 4th -7th semester
Scope and form: Lectures and project work.
Examination: Evaluation of report(s) (13-scale)
Participant limitation: max. 50

Remarks: Lectures are given in Danish. Textbook and exercises are in English. For students not understanding Danish the lectures are replaced by independent reading and group consultations.
Contact person: Kaj Madsen, Building 321/305, Tel. +45 4525 3075, email km@imm.dtu.dk, http://www.imm.dtu.dk/~km
Hans Bruun Nielsen, Building 305, Tel. +45 4525 3077, email hbn@imm.dtu.dk, http://www.imm.dtu.dk/~hbn

URL: http://www.imm.dtu.dk/courses/04212
Department: Informatics and Mathematical Modelling
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.