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.
- The first lecture starts on Thursday, 17th of October.
- Nonlinear Least-Squares Problems
- Unconstrained (nonlinear) Optimization.
- Constrained (nonlinear) Optimization.
- Thursday, 10:00 - 12:00, in Heho18 - 220.
- The lecture takes place weekly.
- Wednesday, 16:00 - 18:00, in Heho18 - 120.
- 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.
- 70% of the theory points as well as 70% of the Matlab points must be edited.
- 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.
Please register in Moodle for the lecture. The password will be announced in the first exercise class.