Institut für Numerische Mathematik

Numerical Optimization (Numerik 3)

The course "Numerical Optimization (Numerik 3)" is of type 2+1+1 SWS. It consists of one 2-hour lecture and one 2-hour exercise per week. 

Please contact Stefan Hain if there are any questions about the lecture or exercise class. 

News

  • The first lecture starts on Thursday, 17th of October.

Content

  • Nonlinear Least-Squares Problems
  • Unconstrained (nonlinear) Optimization.
  • Constrained (nonlinear) Optimization.

Lecture

  • Thursday, 10:00 - 12:00, in Heho18 - 220.
General Information
  • The lecture takes place weekly.

Exercise Class

  • Wednesday, 16:00 - 18:00, in Heho18 - 120.
General Information
  • The exercise class takes place weakly.
  • The whole procedure of the exercise class will be discussed in the first lesson but the most important points are:
    • Exercise points will be managed using the Moodle-System. So please register there for the lecture.
    • The assessment of the exercises takes place via a prefabricated list. Each student has to mark the exercises he worked on and he would like to present.
    • Matlab exercises can be edited in pairs. The solutions has to be submitted until 6pm on the day before exercise class. 
 

Exam Requirement

  • 70% of the theory points as well as 70% of the Matlab points must be edited. 

Literature

  • A. Quarteroni, R. Sacco, F. Saleri: Numerische Mathematik 1, Springer-Verlag Berlin Heidelberg, 2002.
  • J. Nocedal, S. Wright: Numerical Optimization, Springer-Verlag New York, 2006.
  • M. Ulbricht, S. Ulbricht: Nichtlineare Optimierung, Springer Basel AG, 2012.

Registration

Please register in Moodle for the lecture. The password will be announced in the first exercise class.

Contact