Study guide of JKU Linz
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KUSSS
Auwea NG
Positionsanzeige
Artificial Intelligence
»
Mathematics
Inhalt
[
536MATHNUOK19
]
KV
Numerical Optimization
Versionsauswahl
Version
2019W
Workload
Education level
Study areas
Responsible person
Hours per week
Coordinating university
4,5 ECTS
B2 - Bachelor's programme 2. year
Mathematics
Sepp Hochreiter
3 hpw
Johannes Kepler University Linz
Detailed information
Original study plan
Bachelor's programme Artificial Intelligence 2019W
Objectives
This course provides an introduction to the theory and to algorithms in linear, non-linear, constrained, and unconstrained numerical optimization.
Subject
Introduction
Fundamentals of Unconstrained Optimization
Line Search Methods
Trust-Region Methods
Conjugate Gradient Methods
Practical Newton Methods
Quasi-Newton Methods
Levenberg-Marquardt Algorithm
Predictor Corrector Methods
Large-Scale Quasi-Newton and Partially Separable Optimization
Least-Squares Problems
Fundamentals of Constrained Optimization
Linear Programming: Simplex and Interior-Point Methods
Quadratic Programming
Penalty, Barrier, and Augmented Lagrangian Methods
Sequential Quadratic Programming
Convex Optimization
Online Optimization and Stochastic Algorithms
Criteria for evaluation
Language
English
Changing subject?
No
On-site course
Maximum number of participants
-
Assignment procedure
Direct assignment