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Event

Nonlinear Optimization II [WS192550113]

Type
lecture (V)
Term
WS 19/20
SWS
2
Language
Deutsch
Appointments
29
Links
ILIAS

Lecturers

Organisation

  • Kontinuierliche Optimierung

Part of

Literature

O. Stein, Grundzüge der Nichtlinearen Optimierung, SpringerSpektrum, 2018

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

  • 16.10.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 18.10.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 23.10.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 25.10.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 30.10.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 06.11.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 08.11.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 13.11.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 15.11.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 20.11.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 22.11.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 27.11.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 29.11.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 04.12.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 06.12.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 11.12.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 13.12.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 18.12.2019 11:30 - 13:00 - Room: 50.34 Raum -101
  • 20.12.2019 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 08.01.2020 11:30 - 13:00 - Room: 50.34 Raum -101
  • 10.01.2020 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 15.01.2020 11:30 - 13:00 - Room: 50.34 Raum -101
  • 17.01.2020 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 22.01.2020 11:30 - 13:00 - Room: 50.34 Raum -101
  • 24.01.2020 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 29.01.2020 11:30 - 13:00 - Room: 50.34 Raum -101
  • 31.01.2020 09:45 - 11:15 - Room: 30.35 Hochspannungstechnik-Hörsaal (HSI)
  • 05.02.2020 09:45 - 11:15 - Room: 10.11 Seminarraum Hauptgebäude
  • 05.02.2020 11:30 - 13:00 - Room: 10.11 Seminarraum Hauptgebäude

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.