Nonlinear Optimization (6 ECTS)

Lecturer: Prof. Dr. Claudia Schillings

Lectures / Exercise Classes

• Monday, 10:15 – 11:45 h in A5, C014, from 7 May, 17:15 – 18:45 h in A5, C012
• Monday, 15:30 – 17:00 h in A5, C015
• Friday, 10:15 – 11:45 h in A5, C013
• Friday, 12:00 – 13:30 h in A5, C013

Literatur

• D. Bertsekas, Nonlinear Programming, Athena Scientific Publisher, Belmont, Massachusetts, 1995.
• A. R. Conn, N. I. M. Gould, P. L. Toint, Trust-Region Methods, SIAM, Philadelphia, 2000.
• J. E. Dennis, R. B. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, SIAM Philadelphia, 1996.
• R. Fletcher, Practical Methods of Optimization, Wiley \& Sons Publisher, New York, 1980.
• C. Geiger, C. Kanzow, Numerische Verfahren zur Loesung unrestringierter Optimierungsaufgaben,
  Springer-Verlag, Berlin, 1999.
• F. Jarre, J. Stoer: Optimierung, Springer Verlag.
• C. T. Kelley, Iterative Methods for Optimization, Frontiers in Applied Mathematics, SIAM, Philadelphia,
  1999.
• J. Nocedal and S. J. Wright, Numerical Optimization, Springer-Verlag, Berlin, 1999.
• M. Ulbrich, S. Ulbrich, Nichtlineare Optimierung, Birkhauser, 2012.