Introduction to numerical optimization
Information
| Teacher coordinator | Stéphane Canu |
| Teacher(s) | Stéphane Canu |
| Language | English |
| Credits | 2.5 |
| Teaching | Lectures : 10.5h Exercises : 10.5h |
| Web site | http://moodle.insa-rouen.fr/course/view.php?id=124 |
Aim and objective
To acquire a basic knowledge in numerical optimization
Outcome learning
- INSA reference data :
- Optimiser un modèle [3P]
- Déterminer des classes de problèmes [2P]
- CNISF reference data :
- J10C [2I]
- J10G [2I]
- J10Q [1P]
Course description
- Optimization with and without contraints
- Linear programming
- Simplex algorithm, interior point method
- Introduction to combinatorial optimization
Prerequisites
Algorithmic, Matrix and derivation
Bibliography
- Boyd S. and Vandenberghe L., Convex Optimization, Cambridge Univ Press
- Nocedal J. and Wright S., Numerical Optimization, Springer
- Handouts and online materials
Assessment
- Written test: 100%
