||School of Science
||Department of Mathematics
|Level of Studies
||Non Linear Programing
|Independent Teaching Activities
||Lectures (Weekly Teaching Hours: 3, Credits: 7.5)
|Language of Instruction and Examinations
|Is the Course Offered to Erasmus Students
||Yes (in English)
|Course Website (URL)
||See eCourse, the Learning Management System maintained by the University of Ioannina.
||The course aims to introduce students to the fundamentals of non-linear optimization. Upon successful completion of the course the student will be able to:
- understand the basic principles of nonlinear optimization problems.
- use some of the commonly used algorithms for nonlinear optimization (unconstrained and constrained).
- select the appropriate algorithm for a particular optimization problem.
- Working independently
- Adapting to new situations
- Production of free, creative and inductive thinking
- Synthesis of data and information, with the use of the necessary technology
Introduction to unconstrained and constrained optimization, Lagrange Multipliers, Karush-Kuhn-Tucker conditions, Line Search, Trust Region, Conjugate Gradient, Newton, Quasi-Newton methods, Quadratic Programming, Penalty Barrier and Augmented Lagrangian Methods.
Teaching and Learning Methods - Evaluation
|Use of Information and Communications Technology
||Lindo/Lingo Software, Mathematica, Email, class web
|Study and analysis of bibliography
|Preparation of assignments and interactive teaching
|Student Performance Evaluation
||LANGUAGE OF EVALUATION: Greek|
METHODS OF EVALUATION: Written work (30%), Final exam (70%).
- Anderson, T. W. (2003). An Introduction to Multivariate Statistical Analysis. 3rd Edition. Wiley.
- Fang, K.T., and Zhang, Y.T.. (1990). Generalized Multivariate Analysis. Springer. Berlin.
- Flury, B. (1997). A first course in multivariate statistics. Springer.
- Johnson, R. A. and Wichern, D. W. (2006). Applied Multivariate Statistical Analysis. Prentice Hall.
- Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979). Multivariate Analysis. Academic Press.
- Muirhead, R. J. (1982). Aspects of Multivariate Statistical Theory. Wiley.
- Rencher, A. C. (1995). Methods of Multivariate Analysis. Wiley.
- Srivastava, M. S. (2002). Methods of multivariate statistics. Wiley.