INSTITUTE OF APPLIED MATHEMATICS
Last Updated:
28/08/2017 - 21:10

IAM665 - Advanced Continuous Optimization

Credit: 3(3-0); ECTS: 8.0
Instructor(s): Consent of IAM
Prerequisites: Consent of Instructor(s)

Course Catalogue Description

Globalization techniques, semidefinite and conic optimization, derivative free optimization, semi-infinite optimization methods, Newton Krylov methods, nonlinear parameter estimation and advanced spline regression, multi-objective optimization, nonsmooth optimization, optimization in support vector machines.

Course Objectives

The advances in computer technology have promoted the field of nonlinear optimization, which has become today an essential tool to solve intelligently complex scientific and engineering problems. The course will provide an introduction to modern continuous optimization algorithms which are used in most of the optimization software.

Course Learning Outcomes

Students will be able to understand how different optimization work and able to compare them. The emphasis of the course will be on the analysis of methods and their application to concrete problems based on an very well understanding of the foundations. Finally, short lectures prepared by the students and additionally embedded into the class hours will serve for a better learning, a support of existing thesis projects and for a growing maturity in presenting and teaching by those young colleagues.

Tentative (Weekly) Outline

Globalization techniques, semidefinite and conic optimization, derivative free optimization, semi-infinite optimization methods, Newton Krylov methods, nonlinear parameter estimation and advanced spline regression, multi-objective optimization, nonsmooth optimization, optimization in support vector machines.

More Info on METU Catalogue

Back