Nonlinear Optimization (6 ECTS)

Lecturer Prof. Dr. Claudia Schillings

Lectures / Exercise Classes

  • Monday, 10:15 – 11:45 h
  • Wednesday, 10:15 – 11:45 h

News

The first lecture will take place on Monday, 1.3.2021, 10:15 h via zoom (see Portal2 for the zoom-link). The course material will be available for download via Ilias. The password for course registration with Ilias and further details regarding the course format and exams will be discussed in the first lecture. The first tutorial will take place on Wednesday, 10.3.2021, 1015 h via zoom.

Reading List

  • 1.3.2021-8.3.2021 Chapter 1 & 2
  • 8.3.2021-15.3.2021 Chapter 3
  • 15.3.2021-22.3.2021 Chapter 4 Introduction, Sections 4.1 & 4.2 (p.14-p.16)
  • 22.3.2021-12.4.2021 Chapter 4, Sections 4.3 (p.16-20)
  • 12.4.2021-19.4.2021 Chapter 5
  • 19.4.2021-26.4.2021 Chapter 6
  • 26.4.2021-3.5.2021 Chapter 7
  • 3.5.2021-11.5.2021 Chapter 8 & 9
  • 11.5.2021-18.5.2021 Chapter 10
  • 18.5.2021-31.5.2021 Chapter 11 & 12
  • 31.5.2021-7.5.2021 Chapter 13 & 14

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.