Lecture and recitations:

Optimierung (in German)

summer 2021

Lecturer: Prof. Dr. Benedikt Wirth
Recitations: Alexander Schlüter
News:

Information on the lecture

Time, location: if in precence,
Tue. 12:00 bis 14:00, weekly
Fri. 12:00 bis 14:00, weekly
Start: April 13, 2021
Learnweb: https://sso.uni-muenster.de/LearnWeb/learnweb2/course/view.php?id=52163#section-0
Contents: In the lecture basic (numerical) methods for solving optimization problems will be presented. Topics are linear optimization, convex optimization, non-linear optimization and probably even non-smooth optimization and optimal control. Optimality conditions as well as numerical methods and their convergence will be treated.
Prerequisites:  Solid knowledge in analysis and numerics as well als basic algorithmic knowledge (e.g. basic knowledge in Matlab, Python or similar programming languages).
Material: lecture notes
Please note that changes in the notes may still occur.
Literature:
  • S. Boyd, L. Vandenberghe: Convex Optimization. CUP, 2004
  • J. Nocedal, S. Wright: Numerical Optimization. Springer, 2006
  • M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich: Optimization wich PDE Constraints. Springer, 2008
  • W. Alt: Nichtlineare Optimierung. Vieweg, 2003
  • D. Luenberger: Introduction to Linear and Nonlinear Programming. Wesley 1972, 1989
  • A. Conn, N. Gould, P. Toint: Trust-region methods. SIAM, 2000

Information on the recitations

Learnweb: https://sso.uni-muenster.de/LearnWeb/learnweb2/course/view.php?id=52165
There you will find organisational information. Classes will probably start in the second week of the term.
Groups: