269011 VO Numerical Methods III - Optimisation (2014S)
Labels
Details
Language: English
Examination dates
Lecturers
Classes (iCal) - next class is marked with N
Thursday
06.03.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
13.03.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
20.03.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
27.03.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
03.04.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
10.04.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
08.05.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
15.05.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
22.05.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
05.06.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
12.06.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday
26.06.
09:25 - 10:55
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Basic concepts of continuous optimisation, steepest descent, line search algorithms, higher order methods (Newton, Quasi-Newton, Trust Region), constrained optimisation, interior point methods; if enough time is left non-smooth optimisation
Assessment and permitted materials
Oral exam, by appointment
Minimum requirements and assessment criteria
This course intends to serve as a introduction into the methods of continuous optimization
Examination topics
Most of the course will be held as a typical lecture, additionally, we will discuss how to implement the proposed methods in Matlab.
Reading list
Lector Notes: M.Grasmair, Continouous Optimization, 2012
S. Boyd & Leven Vandenberghe, Convex Optimization
S. Boyd & Leven Vandenberghe, Convex Optimization
Association in the course directory
CO-MAT3
Last modified: Sa 08.07.2023 00:21