Algorithmische und Diskrete Mathematik | Fakultät für Mathematik

Nonlinear Optimization

Winter Term 2007

Content:	We discuss basic algorithmic approaches for solving smooth nonlinear optimization problems. Aspects of interest are convergence rate, computational efficiency and numerical behavior. Unconstrained Optimization: Newton and quasi-Newton methods, line search, trust regions, conjugate gradients, approximate and automatic differentation Constrained Optimization: Lagrange multipliers, quadratic programming, penalty, barrier and augmented Lagrangian methods, sequential quadratic programming.
Audience:	obl.: WMM7 wob.: MMM5/7/9, IMM5/7/9, TMM5/7/9, MMP1, MMI1, MMT1, MMW1, MPM
Requirements:	Linear Algebra, Analysis, Optimization I

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Florian Jarre, Josef Stoer; Optimierung, Springer, 2004. ISBN 3-540-43575-1.
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