## 02610 Optimization and Data Fitting02610 Optimization and Data Fitting is given in the fall semester every monday, 13:00-17:00. ## References and BooksJorge 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 |