14082 - Advanced Topics of Differentiable Optimization Modulübersicht

Module Number: 14082
Module Title:Advanced Topics of Differentiable Optimization
  Fortgeschrittene Themen der differenzierbaren Optimierung
Department: Faculty 1 - Mathematics, Computer Science, Physics, Electrical Engineering and Information Technology
Responsible Staff Member:
  • Prof. Dr. rer. nat. habil. Wachsmuth, Gerd
Language of Teaching / Examination:English
Duration:1 semester
Frequency of Offer: On special announcement
Credits: 6
Learning Outcome:After successfully completing the module, students have in-depth knowledge in the field of differentiable optimization. They are able to create and evaluate different formulations of a problem. They also are able to select and evaluate suitable methods.
Contents:In-depth study of the topics from module 13392 Differenzierbare Optimierung or 14356 Differentiable Optimization, e.g.
  • Theory and numerics of special optimization methods
  • Theory and numerics of infinite-dimensional problems 
  • Topics from optimal control
Recommended Prerequisites:Knowledge of the content of the modules
  • 13862: Optimierung und Operations Research
  • 13392: Differenzierbare Optimierung or 14356 Differentiable Optimization
and knowledge of multidimensional analysis, e.g.
  • 11104: Analysis II
Mandatory Prerequisites:None
Forms of Teaching and Proportion:
  • Lecture / 3 Hours per Week per Semester
  • Exercise / 1 Hours per Week per Semester
  • Self organised studies / 120 Hours
Teaching Materials and Literature:
  • Nocedal, Wright: Numerical Optimization, 2006
Module Examination:Final Module Examination (MAP)
Assessment Mode for Module Examination:
  • Oral examination, 30 min. OR
  • Written examination, 120 min. (with high number of participants)
In the first lecture it will introduced, if the examination will organized in written or oral form.
Evaluation of Module Examination:Performance Verification – graded
Limited Number of Participants:None
Part of the Study Programme:
  • no assignment
Remarks:
  • Study programme Mathematics M.Sc.: Compulsory elective module in complex „Optimization“
Module Components:
  • Lecture: Advanced Topics of Differentiable Optimization
  • Exercise to the lecture
  • Related examination
Components to be offered in the Current Semester:
  • no assignment