Event
Nonlinear Optimization II [WS222550113]
Lecturers
Organisation
- Kontinuierliche Optimierung
Part of
- Brick Nonlinear Optimization II | Industrial Engineering and Management (M.Sc.)
- Brick Nonlinear Optimization II | Industrial Engineering and Management (B.Sc.)
- Brick Nonlinear Optimization I and II | Industrial Engineering and Management (M.Sc.)
- Brick Nonlinear Optimization I and II | Industrial Engineering and Management (B.Sc.)
- Brick Nonlinear Optimization II | Economics Engineering (M.Sc.)
- Brick Nonlinear Optimization II | Economics Engineering (B.Sc.)
- Brick Nonlinear Optimization I and II | Economics Engineering (M.Sc.)
- Brick Nonlinear Optimization I and II | Economics Engineering (B.Sc.)
- Brick Nonlinear Optimization II | Information Systems (M.Sc.)
- Brick Nonlinear Optimization II | Information Systems (B.Sc.)
- Brick Nonlinear Optimization I and II | Information Systems (M.Sc.)
- Brick Nonlinear Optimization I and II | Information Systems (B.Sc.)
- Brick Nonlinear Optimization II | Information Engineering and Management (B.Sc.)
- Brick Nonlinear Optimization II | Information Engineering and Management (M.Sc.)
- Brick Nonlinear Optimization I and II | Information Engineering and Management (B.Sc.)
- Brick Nonlinear Optimization I and II | Information Engineering and Management (M.Sc.)
- Brick Nonlinear Optimization II | Economathematics (M.Sc.)
- Brick Nonlinear Optimization I and II | Economathematics (M.Sc.)
Literature
O. Stein, Grundzüge der Nichtlinearen Optimierung, 2. Aufl., SpringerSpektrum, 2021
Weiterführende Literatur:
- W. Alt, Nichtlineare Optimierung, Vieweg, 2002
- M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear Programming, Wiley, 1993
- O. Güler, Foundations of Optimization, Springer, 2010
- H.Th. Jongen, K. Meer, E. Triesch, Optimization Theory, Kluwer, 2004
- J. Nocedal, S. Wright, Numerical Optimization, Springer, 2000
Appointments
- 26.10.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 28.10.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 02.11.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 04.11.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 11.11.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 16.11.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 18.11.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 23.11.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 25.11.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 30.11.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 02.12.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 07.12.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 09.12.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 14.12.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 16.12.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 21.12.2022 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 23.12.2022 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 11.01.2023 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 13.01.2023 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 18.01.2023 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 20.01.2023 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 25.01.2023 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 27.01.2023 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 01.02.2023 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 03.02.2023 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 08.02.2023 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 10.02.2023 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
- 15.02.2023 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
- 17.02.2023 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
Note
The lecture treats the minimization of smooth nonlinear functions under nonlinear constraints. For such problems, which occur very often in economics, engineering, and natural sciences, optimality conditions are derived and, based on them, solution algorithms are developed. The lecture is structured as follows:
- Topology and first order approximations of the feasible set
- Theorems of the alternative, first and second order optimality conditions
- Algorithms (penalty method, multiplier method, barrier method, interior point method, SQP method, quadratic optimization)
The lecture is accompanied by exercises which, amongst others, offers the opportunity to implement and to test some of the methods on practically relevant examples.
Remark:
The treatment of optimization problems without constraints forms the contents of the lecture "Nonlinear Optimization I". The lectures "Nonlinear Optimization I" and "Nonlinear Optimization II" are held consecutively in the same semester.
Learning objectives:
The student
- knows and understands fundamentals of constrained nonlinear optimization,
- is able to choose, design and apply modern techniques of constrained nonlinear optimization in practice.