The lecture Optimization will include an introduction to classical optimization theory and methods. This includes the theory of unconstrained/constrained optimization, construction principles of algorithms (descent methods, quasi-Newton methods, etc.) as well as the numerical implementation of the methods.

Moodle: Link tocourse page

Exercises

•    1 exercise sheet per week: One of the 4 exercises is usually a short programming task.
•     Regular completion of the exercises is a prerequisite for participation in the examination. The exact criteria will be determined in the first exercise      (50% of the exercises and 50% of the programming tasks).
•    There is no exercise in the first week of lectures. Instead, there will be an additional lecture.

Examinations

    Dates will be announced in the lecture.

Literature:

• V. Ulbrich und Ulbrich, Nichtlineare Optimierung
• C. Geiger und C. Kanzow, Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben
• C. Geiger und C. Kanzow, Thoerie und Numerik restringierter Optimierungsaufgaben