02612 Constrained Optimization

Description

When modelling a technical or economical problem it often happens that free parameters are determined by the solution to an optimization problem subject to some constraints on the solution. The simplest example is that the underlying physical problem prescribes that the parameters must be positive or lie in certain intervals.

In this course the participant learns about efficient algorithms for constrained optimization. The student will be able both to develop algorithms and to use existing software for numerical solution of optimization problems with constraints.

Course 02612 is roughly equivalent to the second half of the previous 10 point course 02611.
The first half of that course is given in 02610 Constrained Optimization, which may be taken simultaneously with 02612.

DTU description of the course

Teacher

John Bagterp Jørgensen, e-mail: jbj@imm.dtu.dk