101.941 AKNUM, AKOR Numerical optimisation
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2024S, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to solve constrained and unconstrained optimisation problem numerically. We discuss several classes of minimisation problems, such as, 

the minimisation of quadratic cost functionals.

Subject of course

Unconstrained optimization: gradient methods, classical
Newton method, quasi­Newton method. Constrained optimization: trust region meth­
ods, linear programming, (sequential) quadratic programming

Teaching methods

Blackboard presentation.

Mode of examination

Oral

Additional information

The lecture starts at 12:30.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu12:00 - 15:0007.03.2024 - 27.06.2024Sem.R. DB gelb 09 Numerical optimisation
AKNUM, AKOR Numerical optimisation - Single appointments
DayDateTimeLocationDescription
Thu07.03.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu14.03.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu21.03.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu11.04.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu18.04.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu25.04.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu02.05.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu16.05.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu23.05.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu06.06.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu13.06.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu20.06.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation
Thu27.06.202412:00 - 15:00Sem.R. DB gelb 09 Numerical optimisation

Examination modalities

Oral exam. 

Course registration

Begin End Deregistration end
06.03.2024 14:00 03.05.2024 14:00 03.05.2024 14:00

Curricula

Study CodeObligationSemesterPrecon.Info
066 393 Interdisciplinary Mathematics Not specified
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Previous knowledge

Analysis and linear algebra

Language

English