02610 Optimization and Data Fitting

02610 Optimization and Data Fitting is given in the fall semester every monday, 13:00-17:00.

References and Books

• Jorge Nocedal & Stephen J. Wright: Numerical Optimization, Springer, 2nd Edition, 2006

• Kaj Madsen & Hans Bruun Nielsen: Introduction to Optimization and Data Fitting, 2010

• Per Christian Hansen, Victor Pereyra, Godela Scherer: Least Squares Data Fitting with Applications, 2012

• Klaus Schittkowski: Numerical Data Fitting in Dynamical Systems. A Practical Introduction with Applications and Software, 2002

• 02610 Notes

Lectures

Lecture 01 - Introduction & Fundamentals of unconstrained optimization

Lecture 02 - Line search algorithms

Lecture 03 - Trust region algorithms

Lecture 04 - Quasi-Newton algorithms

Lecture 05 - Linear least-squares problems

Lecture 06 - Nonlinear least-squares problems

Lecture 07 - Derivative free optimization

Lecture 08 - Introduction to constrained optimization

Lecture 09 - Software and libraries for numerical optimization

Lecture 10 - Data fitting and model building - linear models

Lecture 11 - Data fitting and model building - nonlinear models

Lecture 12 - Data fitting and model building - differential equation models

Lecture 13 - Case Studies

Assignments

Assignment 1 - Algorithms for nonlinear unconstrained optimization & linear least squares problem

Assignment 2 - Data fitting with linear models, nonlinear models, and differential equation models