Optimisation III (3V, 1Ü) Prof. Wachsmuth, Harder
Contents
In this course, theory and methods for constrained optimisation problems are taught. In particular, we deal with the following points:
- Existence and uniqueness of solutions
- Optimality conditions
- Theory and implementation of the methods
Associated module: 11428
Prior knowledge
Basic knowledge of analysis, linear algebra and optimisation (e.g. to the extent of the modules Optimisation I or Optimisation II).
Examination
In order to take a module examination, an oral examination will take place after the lecture period.
Supplementary literature
The following books are a good supplement to the lecture, in particular they also contain many exercises and further material. Within the BTU Cottbus-Senftenberg they are partly available free of charge as e-books (see links) and partly available in the library.
- Nonlinear Optimisation, Michael Ulbrich, Stefan Ulbrich, Birkhäuser, 2012, full text
- Theory and numerics of constrained optimisation problems, Carl Geiger, Christian Kanzow, Springer, 2002, full text
- Nonlinear Optimisation, Walter Alt, Vieweg, 2011, full text of the 1st edition
- Numerical Optimisation, Jorge Nocedal, Stephen Wright, Springer, 2006