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Numerical analysis and optimisation

Objectives


The lecture is splitinto two parts: Numerical Analysis and Optimization. In the Numerical Analysispart, the following notions are addressed: Arithmetic andErrors, Linear Systems, Non Linear Equations and Systems of Equations andNumerical Analysis of Ordinary Differential Equations. Concerning theOptimization part, the course focuses on constrained and unconstrainedoptimization. More precisely, we are interested in the existence of solutions,convexity, necessary conditions for optimality, the gradient method, the Newtonmethod and the least squares method.

Needed prerequisite

Basic Analysis and Linear Algebra, C.

Form of assessment

The evaluation of outcome prior learning is made as a continuous training during the semester. According ot the teaching, the assessment will be different: as a written exam, an oral exam, a record, a written report, peers review...