Winter Term 2024/25

Übungen zur Vorlesung Numerical Optimization

Lectures
Fridays 12:00–14:00, C4H33

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#

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

Contact#

Dr. Abhishek Chaudary

Email: chaudhary@na.uni-tuebingen.de