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| MATH0041-1 | Optimisation algorithms | ||||||||
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| Duration : | 30h Th, 30h Pr | ||||||||
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| Credits/ECTS : |
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| Holder(s) : | François‑Xavier Litt | ||||||||
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| Course contents : | Linear programming, simplex algorithm, duality. Fundamental notions: convexity, global convergence, asymptotic convergence. One-dimensionnal optimisation, exact and approximate. Unconstrained n-dimensionnal optimisation: first and second order conditions, gradient, conjugate gradient, Newton and quasi-Newton methods. Constrained n-dimensionnal optimisation: first and second order conditions, generalised reduced gradient, augmented Lagrangian and quadratic recursive methods. | ||||||||
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| Course objective : | To introduce students to basic optimisation problems. | ||||||||
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| Prerequisites : | Knowledge of mathematical analysis and linear algebra. Particular link with another course:
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| Workshops : | Practical lessons every monday from 16:00 to 18:00 | ||||||||
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| Organization : | This course is taught at the first semester. Lectures: every monday from 14:00 to 16:00. Practical lessons: as indicated above. | ||||||||
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| Written notes : |
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| Assessment : | 1st session: open book written exam in january, no oral exam. 2nd session (september): open book written exam, no oral exam. | ||||||||
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| Contacts : | Teacher: F.X.Litt, Institut Montefiore, B28, Sart Tilman, 4000 Liège ; Tél. 04/366.26.92 ; Fax 04/366.28.74 ; e-mail FX.Litt@ulg.ac.be
Secretary : M.T.Ratz, Tél 04/366.26.81; e-mail MT.Ratz@ulg.ac.be Assistant : D. Detry, V. Leroy, C. Thiernesse. NB: Modifications of this list can occur during the academic year. | ||||||||
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| Remarks : | Every attributed grade can be maintained. | ||||||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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