65-443 Optimization of Complex Systems (in Englisch) (Blockveranstaltung in den ersten 7 Wochen der Vorlesungszeit)

Veranstaltungsdetails

Lehrende: Prof. Dr. Winnifried Wollner

Veranstaltungsart: Vorlesung

Anzeige im Stundenplan: M-VMMOA-V

Semesterwochenstunden: 2

Unterrichtssprache: Deutsch

Min. | Max. Teilnehmerzahl: 5 | -

Kommentare/ Inhalte:
Content of this lecture are analysis and numerical solution of optimization problems, where complex physical processes, usually modelled by (partial) differential equations, have to be taken into account.

In contrast to classical finite dimensional optimization, these problems have an inherent infinite dimensional structure, due to the presence of differential equations. Thus, their analysis requires a mixture of functional analytic tools are techniques from optimization, and their efficient numerical solution involves the combination of algorithms and discretization methods.

Aim of this lecture is to give an introduction to this lively research topic in which analysis, optimization and numerics meet.

Literatur:
The lecture is not oriented at a particular book, but the following books cover wide parts of the content:

Hinze, Pinnau, Ulbrich, Ulbrich: Optimization with PDE Constraints
Tröltzsch: Optimal Control of Partial Differential Equations / Optimale Steuerung partieller Differentialgleichungen
Ekeland/Temam: Convex Analysis and Variational Problems

The following books cover analytic and numerical basics, but maybe you have a different favourite book on these topics:
Rudin: Functional Analysis
Rudin: Real and Complex Analysis (good introduction to integration)
Conway: A Course in Functional Analysis
Werner: Funktionalanalysis
Werner: Einführung in die Höhere Analysis (brief account of topology, integration, functional analysis)
Braess: Finite Elements / Finite Elemente
Ciarlet: The Finite Element Method for Elliptic Problems (classic in finite element theory)
Deuflhard: Numerical Analysis in Modern Scientific Computing I / Numerische Mathematik I (numerical basics)
Nocedal/Wright: Numerical Optimization (finite dimensional optimization)
Adams: Sobolev Spaces (reference book for Sobolev spaces)

The following books contain further reading and may be of interest to you in the future

Zeidler: Applied Functional Analysis v. 108/109
Zeidler: Nonlinear Functional Analysis and its Applications I-IV, in particular III
Borwein/Zhu: Techniques of Variational Analysis
Dacorogna: Direct Methods in the Calculus of Variations
Struwe: Variational Methods
Ito/Kunisch: Lagrange Multiplier Approach to Variational Problems and Applications

Modulkürzel:
Ma-M-VMMOA_n

Zusätzliche Hinweise zu Prüfungen:
Homework:

* There is a weakly homework sheet, which is distributed during the lectures.
They are also available electronically .
* All exercises may be solved in teams of at most three people.

Examn:

* At the end of the term there is an oral examn, which has to be passed to get a certificate. Condition for participation is that at least 50% of the homework credit points have been reached.
* Date and time of the examn are shortly after the end of the semester. The exact date is to be announced.
* Certificates have a grade, according to the grade reached at the examn.

Criteria for the certificate:

* Active contribution in the tutorial
* 50 % of the total number of homework points
* Examn successfully passed

Termine
Datum Von Bis Raum Lehrende
1 Mi, 19. Okt. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
2 Fr, 21. Okt. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
3 Mi, 26. Okt. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
4 Fr, 28. Okt. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
5 Mi, 2. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
6 Fr, 4. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
7 Mi, 9. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
8 Fr, 11. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
9 Mi, 16. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
10 Fr, 18. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
11 Mi, 23. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
12 Fr, 25. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
13 Mi, 30. Nov. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
14 Fr, 2. Dez. 2011 12:15 13:45 Geom H2 Prof. Dr. Winnifried Wollner
Prüfungen im Rahmen von Modulen
Modul (Startsemester)/ Kurs Leistungs­kombination Prüfung Datum Lehrende Bestehens­pflicht
Ma-M-VMMOA_1 Vertiefung Moderne Methoden der Optimierung und Approximation 1 (WiSe 11/12) / M-VMMOA-V  Optimization of Complex Systems (in Englisch) (Blockveranstaltung in den ersten 7 Wochen der Vorlesungszeit) Prüfung 1  Mündliche Prüfung k.Terminbuchung Prof. Dr. Winnifried Wollner Ja
Ma-M-VMMOA_2 Vertiefung Moderne Methoden der Optimierung und Approximation 2 (WiSe 11/12) / M-VMMOA-V  Optimization of Complex Systems (in Englisch) (Blockveranstaltung in den ersten 7 Wochen der Vorlesungszeit) Prüfung 1  Mündliche Prüfung k.Terminbuchung Prof. Dr. Winnifried Wollner Ja
Ma-M-VMMOA_3 Vertiefung Moderne Methoden der Optimierung und Approximation 3 (WiSe 11/12) / M-VMMOA-V  Optimization of Complex Systems (in Englisch) (Blockveranstaltung in den ersten 7 Wochen der Vorlesungszeit) Prüfung 1  Prüfung k.Terminbuchung Prof. Dr. Winnifried Wollner Ja
Ma-M-VMMOA_4 Vertiefung Moderne Methoden der Optimierung und Approximation 4 (WiSe 11/12) / M-VMMOA-V  Optimization of Complex Systems (in Englisch) (Blockveranstaltung in den ersten 7 Wochen der Vorlesungszeit) Prüfung 1  Mündliche Prüfung k.Terminbuchung Prof. Dr. Winnifried Wollner Ja
Übersicht der Kurstermine
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Lehrende
Prof. Dr. Winnifried Wollner