MathMods :: Joint MSc

Advanced Optimisation

Additional Info

  • ECTS credits: 6
  • Semester: 2
  • University: University of Hamburg
  • Objectives:

     

    Minimization of nonlinear functionals on infinite dimensional spaces subject to constraints. Solution algorithms for constrained and unconstrained nonlinear optimization problems. Aspects of numerical approximation and implementation. Convex optimization. Nonsmooth optimization.

  • Topics:

     

    Existence and uniqueness of solutions. Necessary and sufficient optimality conditions. Constraint qualifications. Kuhn-Tucker theorems. Steepest descent and Newton-type methods for unconstrained optimization, SQP methods, penalty methods and interior point methods for constrained optimization. Semismooth Newton and Primal-Dual Active set methods for nonsmooth problems.

Read 2762 times Last modified on Tuesday, 20 February 2018 16:52

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