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Optimization for Engineers [OptEngLec] Dozent/in: Johannes Hild Angaben: Vorlesung mit Übung, 3 SWS, ECTS: 5 Termine: Mo, 12:15 - 13:45, H16 Di, 14:15 - 15:45, H16 See StudOn Studienrichtungen / Studienfächer: WF AOT-GL ab 1 Voraussetzungen / Organisatorisches: This course aims at students of the Faculty of Engineering of all disciplines and is suitable as an elective subject in the Bachelor's and Master's degree. Requires contents of the lecture Mathematics for Engineers I, II and III. Especially: Linear algebra Analysis of real valued functions Differential and integral calculus in multi dimensional spaces Programming homeworks require basic knowledge in the implementation of algorithms and data structures in a development environment. Inhalt: Introduction to continuous optimization problems and methods with and without constraints Classification of problem types Optimality conditions and termination criterions Descent directions and line search methods Convergence analysis Unconstrained optimization Steepest descent and conjugate gradient Newton-type methods Nonlinear Least Squares Constrained optimization Projection methods Trust Region Barrier and penalty methods Outlook Linear programming and simplex method Integer programming Noisy functions Programming Homeworks Get in touch with GNU Octave Implementation of optimization algorithms Algorithmic optimization of test problems Empfohlene Literatur: Nocedal, Jorge and Wright, Stephen J.: Numerical Optimization. Springer Serie in Operations Research, 2006. Kelley, C. T.: Iterative Methods for Optimization. Frontiers in Applied Mathematics 18, SIAM Philadelphia 1999; Polak, E.: Optimization. Algorithms and Consistent Approximations.Applied Mathematical Sciences, Volume 124, Springer-Verlag New York, 1997. Jarre, F.:Optimierung, Springer 2003; Hamacher, H.W. and K. Klamroth, K.:Linear and Network Optimization: bilingual textbook. Vieweg 2000 Schlagwörter: optimierung optimization