Foto: Anna Logue

Nonlinear Optimization (6 ECTS)

Lecturer: Dr. Andreas Sommer

 

Lectures / Exercise Classes

  • Tuesday, 10:15 - 11:45 h, A5,6 C 014
  • Wednesday, 08:30 - 10:00 h, A5,6 C 015

 

Exam

Thursday, June 6, 08:30 - 10:00 h, A5 B 144   (1st)
Tuesday, August 27, 14:00 - 15:30 h, A5 B 244   (2nd)
Two sheets of DIN A4 paper with handwritten notes are permitted as an aid for the exam. The sheets must be handwritten. Printed or copied sheets are not allowed.

Post-exam review (Klausureinsicht)
The date for the post-exam review is on Friday, July 5, 2019, 18.00-19.00, B6 26, Room C306

 

Exercise Sheets and Selected Solutions

 

Lecture notes

 

Literature

  • J. Nocedal and S. J. Wright, Numerical Optimization, Springer, Berlin, 1999.
  • 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. T. Kelley, Iterative Methods for Optimization, Frontiers in Applied Mathematics, SIAM, Philadelphia,
    1999.
  • C. Geiger, C. Kanzow, Numerische Verfahren zur Loesung unrestringierter Optimierungs­aufgaben,
    Springer-Verlag, Berlin, 1999.
  • F. Jarre, J. Stoer: Optimierung, Springer Verlag.
  • M. Ulbrich, S. Ulbrich, Nichtlineare Optimierung, Birkhäuser, 2012.

 

Matlab Tutorials

 

Matlab Student Licenses

Matlab licenses are available for all students of the University of Mannheim free of charge.
Alternatively, the partially compatible open source alternative GNU Octave can be used.