Universität Wien FIND

269011 VO Numerical Methods III - Optimisation (2015S)

3.00 ECTS (2.00 SWS), SPL 26 - Physik

Details

Language: Englisch

Examination dates

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

Association in the course directory

CO-MAT3

Last modified: Th 30.03.2017 00:20