Universität Wien FIND
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269011 VO Numerical Methods III - Optimisation (2014S)

3.00 ECTS (2.00 SWS), SPL 26 - Physik

Details

Language: Englisch

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

Association in the course directory

CO-MAT3

Last modified: Fr 31.08.2018 08:55