Mathematical Optimization, 6 credits (TAOP04)

Matematisk optimering, 6 hp

Main field of study

Mathematics Applied Mathematics

Level

Second cycle

Course type

Programme course

Examiner

Torbjörn Larsson

Director of studies or equivalent

Ingegerd Skoglund
Course offered for Semester Period Timetable module Language Campus VOF
6MMAT Mathematics, Master's Programme (Modelling and Optimization in Economics) 1 (Autumn 2017) 2 4 Swedish Linköping v
6MMAT Mathematics, Master's Programme 1 (Autumn 2017) 2 4 Swedish Linköping o
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - French 7 (Autumn 2017) 2 4 Swedish Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Japanese 7 (Autumn 2017) 2 4 Swedish Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Spanish 7 (Autumn 2017) 2 4 Swedish Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - German 7 (Autumn 2017) 2 4 Swedish Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Chinese 7 (Autumn 2017) 2 4 Swedish Linköping v
6CIII Industrial Engineering and Management, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CITE Information Technology, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering 7 (Autumn 2017) 2 4 Swedish Linköping v
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Financial Mathematics) 7 (Autumn 2017) 2 4 Swedish Linköping v
6MMAT Mathematics, Master's programme (Modelling and Optimization in Economics) 3 (Autumn 2017) 2 4 Swedish Linköping v
6MMAT Mathematics, Master's programme 3 (Autumn 2017) 2 4 Swedish Linköping o

Main field of study

Mathematics, Applied Mathematics

Course level

Second cycle

Advancement level

A1X

Course offered for

  • Mathematics, Master's Programme
  • Industrial Engineering and Management - International, M Sc in Engineering
  • Industrial Engineering and Management, M Sc in Engineering
  • Information Technology, M Sc in Engineering
  • Applied Physics and Electrical Engineering - International, M Sc in Engineering
  • Applied Physics and Electrical Engineering, M Sc in Engineering
  • Mathematics, Master's programme

Specific information

The course is offered every second year. It will not be available during 2017

Entry requirements

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshold requirements for progression within the programme, or corresponding.

Prerequisites

Calculus, linear algebra, Matlab, and an introductory course in optimization.

Intended learning outcomes

The course intends to give a deeper knowledge of mathematical optimization, with emphasis on solution methods for nonlinear optimization. After the course, the student shall be able to:

  • reproduce and apply basic convergence theory for nonlinear optimization
  • describe and apply some basic solution principles for nonlinear optimization, such as, for example, conjugate gradient methods
  • understand the structure and function of commonly used computer software for nonlinear optimization.

Course content

Algorithmic mappings, line-search methods, the simplex method for unconstrained optimization, conjugate gradient methods, quasi-Newton methods, sequential linear programming, sequential quadratic programming, model predictive control (MPC), Gauss-Newton methods.

Teaching and working methods

The lectures develop the theory.

Examination

UPG1ProjectU, 3, 4, 56 credits

Grades

Four-grade scale, LiU, U, 3, 4, 5

Department

Matematiska institutionen

Director of Studies or equivalent

Ingegerd Skoglund

Examiner

Torbjörn Larsson

Course website and other links

Education components

Preliminary scheduled hours: 36 h
Recommended self-study hours: 124 h

Course literature

Additional literature

Compendiums

Handouts

Additional literature

Compendia

Handouts

UPG1 Project U, 3, 4, 5 6 credits

Regulations (apply to LiU in its entirety)

The university is a government agency whose operations are regulated by legislation and ordinances, which include the Higher Education Act and the Higher Education Ordinance. In addition to legislation and ordinances, operations are subject to several policy documents. The Linköping University rule book collects currently valid decisions of a regulatory nature taken by the university board, the vice-chancellor and faculty/department boards.

LiU’s rule book for education at first-cycle and second-cycle levels is available at http://styrdokument.liu.se/Regelsamling/Innehall/Utbildning_pa_grund-_och_avancerad_niva. 

This tab contains public material from the course room in Lisam. The information published here is not legally binding, such material can be found under the other tabs on this page. There are no files available for this course.

Page responsible: Study information, bilda@uf.liu.se