Universität Wien FIND
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269011 VO Numerical Methods III - Optimisation (2018S)

3.00 ECTS (2.00 SWS), SPL 26 - Physik

Details

Language: Englisch

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Thursday 01.03. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien (Kickoff Class)
Thursday 08.03. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 15.03. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 22.03. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 12.04. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 19.04. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 26.04. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 03.05. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 17.05. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 24.05. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 07.06. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 14.06. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 21.06. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
Thursday 28.06. 11:15 - 12:45 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien

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 06.09.2018 10:28