Optimisation

Additional Info

  • ECTS credits: 6
  • Code: DT0217
  • University: University of Hamburg
  • Semester: 2
  • 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 9859 times Last modified on Monday, 29 January 2024 10:54