Universität Wien FIND

269011 VO Numerical Methods III - Optimisation (2016S)

3.00 ECTS (2.00 SWS), SPL 26 - Physik

Details

Language: Englisch

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Thursday 03.03. 10:30 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock (Kickoff Class)
Thursday 10.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 17.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 07.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 14.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 21.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 28.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 12.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 19.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 02.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 09.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 16.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 23.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 30.06. 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: We 29.03.2017 10:12