Contents

In this course, theory and methods for differentiable 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: 14356

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.

Examination

In order to take a module examination, an oral examination takes 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 available free of charge as e-books (see links) and some are available in the library.

• Nichtlineare Optimierung, Michael Ulbrich, Stefan Ulbrich, Birkhäuser, 2012, Volltext
• Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben, Carl Geiger, Christian Kanzow, Springer, 1999, Volltext
• Theorie und Numerik restringierter Optimierungsaufgaben, Carl Geiger, Christian Kanzow, Springer, 2002, Volltext
• Nichtlineare Optimierung, Walter Alt, Vieweg, 2011, Volltext der 1. Ausgabe
• Numerical Optimization, Jorge Nocedal, Stephen Wright, Springer, 2006, Volltext