269011 VO Numerical Methods III - Optimisation (2015S)
Labels
Details
Language: English
Examination dates
- Tuesday 07.07.2015
- Wednesday 15.07.2015
- Thursday 01.10.2015
- Thursday 29.10.2015
- Thursday 25.02.2016
- Monday 09.04.2018
Lecturers
Classes (iCal) - next class is marked with N
Registrierung über Univis von Mo 09.02.15 08:00 Uhr bis Di 30.06.15 23:00 Uhr.
- Thursday 05.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 19.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 26.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 16.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 23.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 30.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 07.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 21.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 28.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 11.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 18.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
- Thursday 25.06. 09:45 - 11:15 Seminarraum 7 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