442504 VO Nonsmooth Optimization (2015W)

6.00 ECTS (4.00 SWS), SPL 44 - Doktoratsstudium Naturwissenschaften und technische Wissenschaften

Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Thursday 01.10. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 07.10. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 08.10. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 14.10. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 15.10. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 21.10. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 22.10. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 28.10. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 29.10. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 04.11. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 05.11. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 11.11. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 12.11. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 18.11. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 19.11. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 25.11. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 26.11. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 02.12. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 03.12. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 09.12. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 10.12. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 16.12. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 17.12. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 07.01. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 13.01. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 14.01. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 20.01. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 21.01. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 27.01. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 28.01. 13:30 - 15:00 Seminarraum 11 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

In this lecture we are concerned with the study of generalized differentiability notions for nonsmooth functions and of their connections with nonsmooth geometry and nonsmooth optimization theory. We also discuss different numerical algorithms for solving nonsmooth optimization problems.
Keywords: generalization of derivative, subdifferential calculus, generalized Jacobians, generalization of tangent and normal cones, the generalized Lagrange multiplier rule, numerical algorithms for nonsmooth optimization

Assessment and permitted materials

Oral exam.

Minimum requirements and assessment criteria

Examination topics

Reading list

A. Bagirov, N. Karmitsa, M.M. Mäkelä (2014) - Introduction to Nonsmooth Optimization, Springer-Verlag Heidelberg

J.M. Borwein, Q.J. Zhu (2005) - Techniques of Variational Analysis, CMS Books in Mathematics, Springer-Verlag New York

F.H. Clarke (1983) - Optimization and Nonsmooth Analysis, Canadian Mathematical Society Series of Monographs and Advanced Texts, New York

M.M. Mäkelä, P. Neittaanmäki (1992) - Nonsmooth Optimization, World Scientific, Singapore

B.S. Mordukhovich (2006) - Variational Analysis and Generalized Differentiation, I. . Basic Theory, II. Applications, Series of Comprehensive Studies in Mathematics, Vol. 330, Springer-Verlag Berlin Heidelberg

Association in the course directory

MAMV, MANV

Last modified: Mo 07.09.2020 15:47