02610 Optimization and Data Fitting

02610 Optimization and Data Fitting

Description

An engineer is often faced with the problem of having to determine optimal values of the parameters in a mathematical model of a physical or technical problem. The problem is eg to find the parameters in a function so that the corresponding curve is a best fit to a given set of data points, or you may be given a mathematical formula that expresses the cost of producing a commodity or perform a transportation job. Here you have to choose values for the free parameters so that the cost is minimized.

The course deals with efficient methods for computing optimal values for the parameters in a mathematical model. The students will study and use available software libraries and learn how to construct their own programs.

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

DTU description of the course

Teacher

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