Optimisation II (4V, 2Ü) Prof. Wachsmuth, F. Harder
Contents
In this course, theory and methods for unconstrained 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: 11333
Prior knowledge
Basic knowledge of analysis and linear algebra.
Exercises
From 15 October, the exercises will take place in computer suite 3.46.
Examination
In order to take a module examination, an oral examination takes place after the lecture period. The list of possible exam questions can be helpful in preparing for the exam.
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
- Numerical methods for solving unconstrained optimisation problems, Carl Geiger, Christian Kanzow, Springer, 1999, full text
- Nonlinear Optimisation, Walter Alt, Vieweg, 2011, full text of the 1st edition
- Numerical Optimisation, Jorge Nocedal, Stephen Wright, Springer, 2006