At the end of this course, the student will be able to
- describe finite precision arithmetic and identify numerical errors
- solve nonlinear equations numerically
- construct an interpolating polynomial that fits to given data points
- compute derivatives and integrals numerically
- formulate an optimization problem
- identify local and global optimality and convex problems
- solve unconstrained optimization problems with a single variable
- apply steepest descent, Newton’s and conjugate direction methods to solve multivariable unconstrained optimization problems
- solve linear system of equations in least squares sense
- apply Lagrange multiplier method and penalty function method to solve constrained optimization problems