Optimisation III (3V, 1Ü) Dr Mehlitz, Mr Schmidt
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
We will provide you with further information and working materials for the module via Moodle.
Prior knowledge
Basic knowledge of analysis, linear algebra and optimisation (e.g. to the extent of the modules Optimisation I or Optimisation II).
Exercise sheets and homework
During the semester, we will provide you with the materials for the exercises here. We will also inform you promptly if and when the exercise will take place in the PC pool HG 3.35.
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