Nonlinear Optimization (M12) Winter Term 2010/11 Lecturer: C. Helmberg |
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Time: |
Mon 9:15 - 10:50, Room 2/B202 |
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Wed 7:30 - 9:05, Room 2/NK003 |
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(includes exercises) |
Overview
Content: |
We discuss basic algorithmic approaches for solving smooth
nonlinear optimization problems. Aspects of interest are convergence
rate, computational efficiency and numerical behavior. |
Audience: |
any Mathematics program starting from the 7th term (5th should be ok, too) |
Requirements: |
Linear Algebra, Analysis, Basics of Optimization |
Literature
- J. Nocedal, S.J. Wright; Numerical Optimization, Springer 1999;
- Florian Jarre, Josef Stoer; Optimierung, Springer, 2004. ISBN 3-540-43575-1.
- Carl Geiger, Christian Kanzow; Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002. ISBN 3-540-42790-2.
- J.F. Bonanns, J. C. Gilbert, C. Lemaréchal, C. A. Sagastizábal; Numerical Optimization; Springer 2003. ISBN 3-540-00191-3.
- Bazaraa, Sherali, Shetty; Nonlinear Programming: Theory and Algorithms, Wiley, 1993
- Luenberger; Linear and Nonlinear Programming, Addison-Wesley, 1984
Exercises
- Excercises 1 (due date: Oct 19)
- Excercises 2 (due date: Nov 4 [postponed])
- Excercises 3 (due date: Nov 18)
- Excercises 4 (due date: Dec 2)
- Excercises 5 (due date: Dec 16)
- Excercises 6 (due date: Jan 14)
- Excercises 7 (due date: Jan 28)
Useful Links
- NEOS Server for Optimization
- AMPL tutorial [pdf]
- Matlab
Crashkurs
- Landau Symbols at Wikipedia
- rather informal slides in German stemming from another lecture series