# NDAA09009U Numerical Optimization (NO)

MSc Programme in Computer Science

MSc Programme in Bioinformatics

Numerical optimization is a useful computer tool in many
disciplines like image processing, computer vision, machine
learning, bioinformatics, eScience, scientific computing and
computational physics, computer animation and many more. A wide
range of problems can be solved using numerical optimization like:
inverse kinematics in robotics, image segmentation and registration
in medical imaging, protein folding in computational biology, stock
portfolio optimization, motion planning and many more.

This course will build up a toolbox of numerical optimization
methods which the student can use when building solutions in his or
her future studies. Therefore this course is an ideal supplement
for students coming from many different fields of science.

This course teaches the basic theory of numerical optimization
methods. The focus is on deep learning and of how the methods
covered during the course works. Both on a theoretical level that
goes into deriving the math but also on an implementational level
with focus on computer science and good programming practice.

There will be weekly programming exercises where students will
implement the algorithms and methods introduced from
theory on their own case-study problems like computing
the motion of a robot hand or fitting a model to highly non-linear
data or similar problems.

The topics covered during the course are:

- First order optimality conditions, Karush-Kuhn-Tucker Conditions, Taylors Theorem, Mean Value Theorem.
- Nonlinear Equation Solving: Newtons Method, etc.
- Linear Search Methods: Newton Methods, Quasi-Newton Methods, etc.
- Trust Region Methods: Levenberg-Marquardt, Dog leg method, etc.
- Linear Least squares fitting, Regression Problems, Normal Equations, etc.
- And many more...

Knowledge of:

- Theory of gradient descent method
- Theory of Newton and Quasi Newton Methods
- Theory of Thrust Region Methods
- Theory of quadratic programming problems
- First order optimality conditions (KKT conditions)

Skills in:

- Applying numerical optimization problems to solve unconstrained and constrained minimization problems and nonlinear root search problems
- Reformulating one problem type into another form - i.e. reformulating root search into minimization and vice versa
- Implementing and testing numerical optimization methods

Competences to:

- Evaluate which numerical optimization methods are best suited for solving a given optimization problem
- Understand the implications of theoretical theorems and being able to analyze real problems on that basis

See Absalon when the course is set up.

Theorems like fundamental theorem of calculus, mean value theorem or Taylor's theorem will be touched upon during the course. The inquisitive students may find more in depth knowledge from Chapters 2, 3, 5, 6 and 13 of R. A. Adams, Calculus, 3rd ed. Addison Wesley.

As
an exchange, guest and credit student - click here!

Continuing Education - click here!

- Credit
- 7,5 ECTS
- Type of assessment
- Continuous assessmentThe exam is based on 5-7 written assignments and at least one oral presentation in class.

The part-examinations/assignments must be individually approved. The final grade is based on an overall assessment. - Aid
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
Several internal examiners
- Re-exam
The re-exam is the same as the ordinary exam including the 15 minute oral presentation without preparation. The assignments must be submitted no later than two weeks before the re-exam date.

##### Criteria for exam assesment

See Learning Outcome.

- Category
- Hours
- Exercises
- 72
- Preparation
- 50
- Project work
- 84
- Total
- 206

### Course information

- Language
- English
- Course code
- NDAA09009U
- Credit
- 7,5 ECTS
- Level
- Full Degree Master
- Duration
- 1 block
- Placement
- Block 3
- Schedule
- C
- Course capacity
- No limit
- Continuing and further education
- Study board
- Study Board of Mathematics and Computer Science

##### Contracting department

- Department of Computer Science

##### Course responsibles

- Sune Darkner (7-6865766f72697644686d326f7932686f)