04-00-0174-vu Nonlinear Optimization

Course offering details

Instructors: Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen

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: German and English

Min. | Max. participants: - | -

Course Contents:
Within this course on nonlinear optimization, we cover the following topics:


  • Modelling of practical applications as optimization problems
  • Unconstrained optimization problems: Optimality conditions and solution algorithms such as line search, Newton-type and trust region methods
  • Constrained optimization problems: Optimality conditions, duality theory and solution algorithms such as penalty and SQP methods

Literature:


  • Geiger, Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben
  • Geiger, Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben
  • Ulbrich, Ulbrich: Nichtlineare Optimierung
  • Nocedal, Wright: Numerical Optimization
  • Aragon, Goberna, Lopez, Rodriguez: Nonlinear Optimization

Preconditions:
recommended: Introduction to Optimization

Additional Information:
Please note that the course is held in English this term as part of the international Master's program.

Online Offerings:
Moodle

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

  • Nonlinear Optimization Übung 4

    Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen

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  • Nonlinear Optimization Übung 1

    Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen

    Th, 17. Oct. 2019 [11:40]-Th, 13. Feb. 2020 [13:20]

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  • Nonlinear Optimization Übung 3

    Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen

    Wed, 16. Oct. 2019 [09:50]-Wed, 12. Feb. 2020 [11:30]

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Literature
Appointments
Date From To Room Instructors
1 Mon, 14. Oct. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
2 Fri, 18. Oct. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
3 Mon, 21. Oct. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
4 Fri, 25. Oct. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
5 Mon, 28. Oct. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
6 Fri, 1. Nov. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
7 Mon, 4. Nov. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
8 Fri, 8. Nov. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
9 Mon, 11. Nov. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
10 Fri, 15. Nov. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
11 Mon, 18. Nov. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
12 Fri, 22. Nov. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
13 Mon, 25. Nov. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
14 Fri, 29. Nov. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
15 Mon, 2. Dec. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
16 Fri, 6. Dec. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
17 Mon, 9. Dec. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
18 Fri, 13. Dec. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
19 Mon, 16. Dec. 2019 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
20 Fri, 20. Dec. 2019 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
21 Mon, 13. Jan. 2020 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
22 Fri, 17. Jan. 2020 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
23 Mon, 20. Jan. 2020 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
24 Fri, 24. Jan. 2020 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
25 Mon, 27. Jan. 2020 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
26 Fri, 31. Jan. 2020 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
27 Mon, 3. Feb. 2020 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
28 Fri, 7. Feb. 2020 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
29 Mon, 10. Feb. 2020 11:40 13:20 S101/A2 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
30 Fri, 14. Feb. 2020 13:30 15:10 S101/A4 Prof. Dr. rer. nat. Alexandra Schwartz; Kristina Janzen
Class session overview
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Instructors
Kristina Janzen
Prof. Dr. rer. nat. Alexandra Schwartz