Lecturer(s)
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Course content
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Optimization in applications and examples. Minimalization of one variable functions and numerical methods. Minimalization of multivariable functions. Nondifferenciable optimization. Minimalization of quadratic functions. Gradient methods. Newton and QuasiNewton methods. Optimization with and without constraints. Lagrange function and Kuhn_Tucker conditions. Quadratic programming. Nonlinear programming.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming), Work with text (with textbook, with book), Projection, Skills training
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Learning outcomes
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The aim of the course is introduction to optimization and numerical methods in the sphere of mathematical programming. Methods used in technical computing will be described. Matlab software is used for practical examples.
Expansion of analytical and logical cogitation. Higher level of mathematical knowledge. Summary of optimalization methods and their functions in computation problems. Active solving of practical optimalization problems.
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Prerequisites
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Knowledge of mathematics in the range of university basic courses. Knowledge of numerical methods in the range of KIT/INAM course. Basic knowledge of programming.
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Assessment methods and criteria
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Oral examination, Written examination, Home assignment evaluation, Creative work analysis, Didactic test, Discussion
The credit is granted upon completion of following conditions: active participation in seminars (labs); completion of all given tasks; passing all written tests. The examination comprises of three parts practical exercises, writing tests and a theoretical (speaking) test; at least 51 % success rate in each part is required.
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Recommended literature
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Mišík. Funkcionální analýza. Bratislava: Alfa, 1988.
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Nožička et al.Theorie der linearen Optimierung, Berlin, Akademieverlag 1972. Theorie der linearen Optimierung. Berlin: Akademieverlag, 1972.
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Seifart, Manteufel. Lineare Optimierung. Leipzig, 1985.
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Schwarz. Matematické metody ve fyzice. Praha: SNTL, 1972.
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Sirovich. Introduction to Applied Mathematics. Berlin: Springer, 1988.
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Taylor. Úvod do funkcionální analýzy. Praha: Academia, 1973.
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