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Instructors: Prof. Dr. rer. nat. Stefan Ulbrich; Isabel Jacob
Event type:
Lecture & Exercise
Org-unit: Dept. 04 - Mathematics
Displayed in timetable as:
Nonlinear Opti
Subject:
Crediting for:
Hours per week:
6
Language of instruction:
Englisch
Min. | Max. participants:
- | -
Course Contents:
Modelling of practical applications as optimization problems; optimality conditions,
duality theory; methods for unconstrained problems: Linesearchand
Trust-Region-Methods; methods for constrained problems: penalty-,
interior-point-, multiplier- and SQP-methods
Literature:
Geiger, Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben
Geiger, Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben
Nocedal, Wright: Numerical Optimization
Preconditions:
recommended: Introduction to Optimization
Online Offerings:
moodle
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