This course provides an introduction into theory and numerics for nonlinear finite-dimensional (un-)constrained optimization problems. In particular, the following topics will be covered
This course provides an introduction into theory and numerics for nonlinear finite-dimensional (un-)constrained optimization problems. In particular, the following topics will be covered
- Derivative-free optimization methods (e.g., Nelder/Mead)
- Theory of unconstrained optimization problems (e.g., 1st and 2nd order optimality conditions)
- Numerical methods for unconstrained optimization problems (e.g., (Quasi-)Newton methods, step size rules)
- Theory of constrained optimization problems (tangent cones, Lagrange multipliers)
- Numerical methods for problems with linear constraints
- Numerical methods for problems with nonlinear constraints
Expected qualifications
- Lineare Algebra I+II
- Analysis I+II
