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

Numerische Optimierung (Numerik 3) - Wintersemester 2017/2018


Prof. Dr. Karsten Urban;

Dipl.-Math. oec. Klaus Stolle, Stefan Hain



2+1+1 SWS, i.e. 6 LP



  • The solution for the tenth exercise sheet is online.
  • The solution for the eigth exercise sheet is online.
  • The solution for the seventh exercise sheet is online.


  • Eigenvalue Problems
  • Nonlinear Least-Squares Problems
  • Numerical Optimization
  • Thursday 10:00 - 12:00; Heho18 - 220 

Exercise Classes and Colloquia

































  • Exercise Class: Wednesday, 16:00 - 18:00; Heho18 - E20
  • Colloquia: To be announced. 

General Information:

  • The procedure of the exercise class will be discussed in the first lesson.
  • In addition to the exercise classes there will be voluntary colloquia.


  • The exercise class takes place weekly.
  • Exercises 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 all exercises must be edited. 


  • Additionally, there are voluntary colloquia with the possibility of receiving additional points.
  • Content of the colloquia will be the current lecture.






  • First exam: Wednesday, 28 February 2018, 08:00 - 10:00 in H22. 
  • Second exam: Wednesday, 04 April 2018.
  • Additional material allowed: DIN A4 paper written by hand
  • J. Stoer, Numerische Mathematik 1, Springer (Kapitel 6)
  • A. Quarteroni, R. Sacco, F. Saleri: Numerische Mathematik 1, Springer 2002 (Kapitel 5 und Kapitel 7)
  • J. Nocedal, S. Wright: Numerical Optimization, Springer 2006