AA 2011/2012

Numerical Optimization

• Lessons
• Student competition
  • Three categories
  • Objective of the competition:
  • Competition timetable:
  • Competition ranking formation
  • Computational limitation for each problem

Timetable

DAY	TIME	ROOM
Monday	10:00 - 12:00	A220
Monday	13.00 - 15.00	A220
Tuesday	10:00 - 12:00	Aula DIMS
Thursday	13.00 - 15.00	A221

Syllabus

• One Dimensional Non-Linear Problems

• One-Dimensional Minimization

• Unconstrained minimization

• Conjugate Direction minimization

• Non-linear problems in N variables

• Quasi-Newton methods for minimization

• Trust Region Method

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