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MAT-3210 Optimization
Work Load
10 credits (ECTS) | Contents
An introduction to analytic and numerical techniques in optimization and the calculus of variations. Covers convexity and duality, linear programming, iterative search algorithms, dynamic programming, parameter estimation and optimal control. The prerequisites are MAT-1002 Calculus 2, MAT-1004 Linear algebra and STA-1001 Statistics and probability 1. | Form of teaching
Lectures: 40 h Coursework: 30 h, a passing grade is requried on the mandatory homework sets for permission to take the exame. | Compulsory teaching
Mandatory homework sets | Assessment
Written final exam of 4 hours. Lettergrades (A-F). | Examination semester
Spring | Level of course/Year of study
Master level course. | Contact person/lecturer
Helge Johansen, tel: 77 64 51 30, e-mail: helge.johansen@matnat.uit.no | Type of course
Theoretical subject. | Recommended previous qualifications
MAT-1002 Calculus 2, MAT-1004 Linear algebra, STA-1001 Probability and statistics 1 | Recommended reading/syllabus
Available on request | Language of instruction
Norwegian, english by request | Homepage
http://uit.no/matstat/mat-3210/
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Grades
Letters, A – F.
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