04-00-0199-vu Nonsmooth Optimization

Course offering details

Instructors: Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer

Event type: Lecture & Exercise

Org-unit: Dept. 04 - Mathematics

Displayed in timetable as: 04-00-0199-vu

Subject:

Crediting for:

Hours per week: 3

Language of instruction: German and English

Min. | Max. participants: - | -

Course Contents:
Nonsmooth Optimization: 


  • Examples and applications
  • Subdifferntial of convex functions, subgradient method, cutting plane method
  • epsilon-subdifferential and  bundle methods

Nonsmooth equations: 

  • Examples and applications
  • Generalized Newton methods
  • Generalized differentials and semismoothness
  • semismooth Newton methods

Literature:


  • C. Geiger, C. Kanzow, Theorie und Numerik restringierter Optimierungsaufgaben
  • W. Alt: Numerische Verfahren der konvexen, nichtglatten Optimierung

Preconditions:


  • Analysis and Linear Algebra
  • Introduction to Optimization
  • optional: Nonsmooth Analysis

Online Offerings:
moodle

Small group(s)
This course is divided into the following small groups:

  • Nonsmooth Optimization

    Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer

    Tue, 18. Apr. 2017 [08:00]-Tue, 18. Jul. 2017 [09:40]

    Show small group
Literature
Appointments
Date From To Room Instructors
1 Wed, 19. Apr. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
2 Wed, 26. Apr. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
3 Wed, 3. May 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
4 Wed, 10. May 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
5 Wed, 17. May 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
6 Wed, 24. May 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
7 Wed, 31. May 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
8 Wed, 7. Jun. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
9 Wed, 14. Jun. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
10 Wed, 21. Jun. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
11 Wed, 28. Jun. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
12 Wed, 5. Jul. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
13 Wed, 12. Jul. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
14 Wed, 19. Jul. 2017 09:50 11:30 S101/A3 Prof. Dr. rer. nat. Alexandra Schwartz; M.Sc. Michael Helmut Fischer
Class session overview
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Instructors
M.Sc. Michael Helmut Fischer
Prof. Dr. rer. nat. Alexandra Schwartz