Übungen zur Vorlesung Numerical Optimization

Important Links

• URM
• Alma

Lecture Dates

The lecture takes place every Friday from 12:00 to 14:00. First meeting: 18th Oct 2024. Room: C4H33.

Tutorial

Please register via URM. Tutorials start on 24th Oct 2024, held every Friday from 15:00 in room S07.

Registration

• Students with degrees managed in Alma must register for both the exam and tutorials through the Alma portal.
• Programs affected include B.Sc. PO 2017/2019, B.Ed. (Gymnasium, Berufliche Schulen), M.Ed., etc. When in doubt, consult your program handbook.
• Please also register in URM to help us plan effectively. If you face issues, email the instructor.

Exercise Sheets

• Exercise Sheet 1
• Exercise Sheet 2
• Exercise Sheet 3
• Exercise Sheet 4

Course Aim

This course introduces numerical methods for solving optimization problems, focusing on continuous optimization and nonlinear programming.

Applications:

• Business: Logistics, investment decisions, etc.
• Science: Data fitting, experiment design.
• Engineering: Technical system design and operation (e.g., bridges, cars, devices).

Course Structure

1. Fundamental Concepts of Optimization
2. Unconstrained Optimization and Newton-Type Algorithms
3. Equality Constrained Optimization
4. Inequality Constrained Optimization

References

• J. Nocedal & S.J. Wright, Numerical Optimization, Springer, 2nd ed., 2006.
• S. Boyd & L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.

Schedule

Lecture: Fridays, 12:00 – 14:00

Tutorial: Thursdays, 17:00 – 18:00