Universität Wien

050043 VU Continuous Optimization (2012S)

3.00 ECTS (2.00 SWS), SPL 5 - Informatik und Wirtschaftsinformatik
Continuous assessment of course work

Details

max. 25 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 08.03. 15:00 - 17:00 Seminarraum
  • Thursday 15.03. 15:00 - 17:00 Seminarraum
  • Thursday 22.03. 15:00 - 17:00 Seminarraum
  • Thursday 29.03. 15:00 - 17:00 Seminarraum
  • Thursday 19.04. 15:00 - 17:00 Seminarraum
  • Thursday 26.04. 15:00 - 17:00 Seminarraum
  • Thursday 03.05. 15:00 - 17:00 Seminarraum
  • Thursday 10.05. 15:00 - 17:00 Seminarraum
  • Thursday 24.05. 15:00 - 17:00 Seminarraum
  • Thursday 31.05. 15:00 - 17:00 Seminarraum
  • Thursday 14.06. 15:00 - 17:00 Seminarraum
  • Thursday 21.06. 15:00 - 17:00 Seminarraum
  • Thursday 28.06. 15:00 - 17:00 Seminarraum

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

At the end of the lecture, there will be an oral exam. The final grade is a combination of the result of the exam and the number and quality of the presented exercises.

Minimum requirements and assessment criteria

This course intends to serve as a first introduction into the methods of continuous optimization.

Examination topics

Most of the course will be held as a typical lecture. In addition, there will be some meetings, where exercises are presented by the students.

Reading list

Association in the course directory

Last modified: Mo 07.09.2020 15:29