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