Lecture and recitations:

Optimization

summer 2026

Lecturer: Prof. Dr. Benedikt Wirth
Recitations: Nikolas Uesseler

Information on the lecture

Time, location: Mon. 10:00 to 12:00, weekly, M 3
Thu. 10:00 to 12:00, weekly, M 3
Start: April 13, 2026
Learnweb: https://sso.uni-muenster.de/LearnWeb/learnweb2/course/view.php?id=91085
Contents: In the lecture basic (numerical) methods for solving optimization problems will be presented. Topics are linear optimization, convex optimization, non-linear optimization and potentially 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
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

Time, location: Thu. 16:00 to 18:00, weekly
Start: April 23, 2026