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
• Convexity in optimisation
• Optimality conditions
• Theory and implementation of the methods

Associated module: 11333

We will provide you with further information and working materials for the module via Moodle.

Prior knowledge

Basic knowledge of analysis and linear algebra.

Attention

Please register for this module via Moodle before the start of the semester. Due to the current infection situation, lectures may be held in digital form. Selected exercises with a programming component will probably be held in the PC pool HG 3.35, other exercises could also be held digitally. Detailed information can be found via Moodle.

Examination

The module examination takes place after the lecture period in the form of an oral examination. Successful completion of homework is required for admission to the examination.

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