Numerical Optimization SoSe 2024, Christian Engwer

In this lecture we will study basic methods and numerical schemes for the solution of optimization problems. Topics include linear optimization, convex optimization, non-convex optimzation as well as PDE-constrained optimzation and - depending on interest - non-smooth optimzation and optimal control. We will discuss optimality conditions and analyse numerical schemes, e.g. with respect to convergence.

Kurs im HIS-LSF