Dates
Thu 9-11, room 1.304 in RUD26 (Erwin Schrödinger-Zentrum)Thu 13-15, room 1.013 in RUD25 (Johann von Neumann-Haus)
News
Lecture notes: [Part I] [Part II]Syllabus
- Unconstrained problems
- Optimality conditions
- General descent methods
- Gradient based methods
- Conjugate gradient method
- Newton's method
- Quasi-Newton method
- Box-constrained problems
- Optimality conditions
- Projected gradient method
- Projected Newton method
- Constrained optimization
- Optimality conditions (Karush-Kuhn-Tucker)
- Quadratic Programming (QP)
- SQP methods
Literature
- C. Geiger, C. Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben
- C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben
- J.-F. Bonnans, J.C. Gilbert, C. Lemarechal, C.A. Sagastizábal: Numerical Optimization
Contact
Prof. Michael Hintermüller, hint[at]math.hu-berlin.deLinks
- Prof. Michael Hintermüller's webpage
- Department of Mathematics
- Mathematics students' council