Universität Wien

050043 VU Continuous Optimization (2017S)

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

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 25 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 02.03. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 09.03. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 16.03. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 23.03. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 30.03. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 06.04. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 27.04. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 04.05. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 11.05. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 18.05. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 01.06. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 08.06. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 22.06. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Thursday 29.06. 15:00 - 16:30 Seminarraum 7, Währinger Straße 29 1.OG
  • Wednesday 05.07. 10:00 - 12:00 Seminarraum 7, Währinger Straße 29 1.OG

Information

Aims, contents and method of the course

Basic concepts of continuous optimisation, line search algorithms, higher order algorithms (Newton, Quasi-Newton), constrained optimisation, SQP method, convex optimization.

Assessment and permitted materials

The final grade is a combination between the result of the final exam and the grade received for the implementations of the algorithmic problems which will accompany the lecture.

Minimum requirements and assessment criteria

For attending the final exam at least half of the implementation problems have to be solved.

Examination topics

The entire content of the lecture.

Reading list

H.H. Bauschke, P.L. Combettes - Convex Analysis and Monotone Operator Theory in Hilbert Spaces, Springer-Verlag New York Dordrecht Heidelberg London, 2011

C. Geiger, C. Kanzow - Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben, Springer-Verlag Berlin Heidelberg, 1999

C. Geiger, C. Kanzow - Theorie und Numerik restringierter Optimierungsaufgaben, Springer-Verlag Berlin Heidelberg, 2002

F. Jarre, J. Stoer - Optimierung, Springer-Verlag Berlin Heidelberg, 2003

J. Nocedal, S.J. Wright - Numerical Optimization, Springer Series in Operations Research and Financial Engineering, Springer-Verlag New York, 2006

Association in the course directory

Last modified: Mo 07.09.2020 15:29