Optimization Methods (Lecture)

Instructors: Rolf Krause

Academic Programs: Bachelor of Science in Informatics

Workload: 6 ECTS

Description

Optimization is of fundamental importance in virtually all branches of science and technology. As a consequence, optimization methods find their applications in numerous fields, starting from, e.g., network flow and ranging over shape optimization in engineering to optimal control problems. This course provides an introduction into the most important methods and techniques in discrete and continuous optimization. We will present, analyze, implement, and test -along selected problems- methods for discrete and continuous optimization. Particular emphasis will be put on the methodology and the underlying mathematical as well as algorithmic structure. Starting from basic methods as the Simplex method, we will consider different central methods in convex as well as non-convex optimization. This will include optimality conditions, the handling of linear and non-linear constraints, and methods such as interior point methods for convex optimization, Newton's method, Trust-Region methods, and optimal control meth

Professor

 
Area
Computational Science

Use computers to simulate the world to answer «What would happen if ...»? More...

 
Area
Theory and Algorithms

Find out what can and cannot be computed, and how to compute it. More...

 
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