Advanced Algorithms for Nonlinear Optimization (AlgNLOpt)5 ECTS
(englische Bezeichnung: Advanced Algorithms for Nonlinear Optimization)
(Prüfungsordnungsmodul: Advanced algorithms for nonlinear optimization)

Lehrveranstaltungen:

• • Advanced Algorithms for Nonlinear Optimization
    (Vorlesung, 2 SWS)

Empfohlene Voraussetzungen:

Basic knowledge in nonlinear optimization is recommended.

Inhalt:

Several of the following topics:

• Trust region methods

• Iterative methods in the presence of noisy data

• Interior point methods for nonlinear problems

• Modified barrier and augmented Lagrangian methods

• Local and global convergence analysis

Lernziele und Kompetenzen:

Students

• use methods of nonlinear constrained optimization in finite dimensional

spaces,

• analyse convergence behaviour of these methods and derive robust and

efficient realisations,

• apply these abilities to technical and economic applications.

Literatur:

• C.T. Kelley, Iterative Methods for Optimization, SIAM,

• J. Nocedal, S. Wright, Numerical Optimization, Springer.

Organisatorisches:

changes: CR 18/10/05

Verwendbarkeit des Moduls / Einpassung in den Musterstudienplan:

1. Computational and Applied Mathematics (Master of Science)
   (Po-Vers. 2017w | NatFak | Computational and Applied Mathematics (Master of Science) | Specialisation: Modeling and applied analysis (MApA) and optimization (Opti) | Advanced algorithms for nonlinear optimization)
2. Computational and Applied Mathematics (Master of Science)
   (Po-Vers. 2017w | NatFak | Computational and Applied Mathematics (Master of Science) | Specialisation: Numerical analysis and simulation (NASi) and optimization (Opti) | Advanced algorithms for nonlinear optimization)

Studien-/Prüfungsleistungen:

Algorithms for nonlinear optimization (Prüfungsnummer: 59161)

(englischer Titel: Algorithms for nonlinear optimization)

Prüfungsleistung, mündliche Prüfung, Dauer (in Minuten): 15, benotet, 5.0 ECTS

Anteil an der Berechnung der Modulnote: 100.0 %

Erstablegung: WS 2018/2019, 1. Wdh.: WS 2018/2019

1. Prüfer:

Michael Stingl