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Artificial Intelligence (Master of Science) >>

  Optimization for Engineers (OptEngLec)

Lecturer
Dr. Johannes Hild, Akad. ORat

Details
Vorlesung mit Übung
Online/Präsenz
3 cred.h, ECTS studies, ECTS credits: 5, Sprache Englisch
Time and place: Mon 12:15 - 13:45, H16; Tue 14:15 - 15:45, H16; comments on time and place: See StudOn

Fields of study
WF MB-MA ab 1
PF CE-MA 1-2
WF AOT-GL ab 1
WF INF-MA ab 1
WF WING-MA ab 1
WF ME-MA ab 1
WF EEI-MA ab 1
WF ICT-MA ab 1
WPF MT-MA-BDV ab 1

Prerequisites / Organisational information
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.

Contents
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

Recommended literature
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

ECTS information:
Title:
Optimization for Engineers

Credits: 5

Additional information
Keywords: optimierung optimization
Expected participants: 47
www: https://www.studon.fau.de/crs4332663_join.html

Assigned lectures
UE ([online]):Programming Discussion for Optimization for Engineers
Lecturer: Dr. Johannes Hild, Akad. ORat
Zeit: ; comments on time and place: Online, same time slot as Optimization for Engineers
www: https://www.studon.fau.de/crs4332663_join.html

Verwendung in folgenden UnivIS-Modulen
Startsemester SS 2022:
Optimierung für Ingenieure (OptIngV)
Optimierung für Ingenieure (mit Praktikum) (OptIngVP)

Department: Controlling IngMath
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