|
Instructors: Prof. Dr. Winnifried Wollner
Event type:
Lecture
Displayed in timetable as:
M-VMMOA-V
Hours per week:
2
Language of instruction:
English
Min. | Max. participants:
- | -
More information:
We will give wit this lecture an introduction to basics of optimization theory in infinite dimensional spaces and numerical solution techniques for solving contained/unconstrained minimization problems. Basis knowledge about functional analytic tools and techniques from optimization are required.
Comments/contents:
The lecture considers theory and numerical methods for non-smooth, convex optimization problems. Topics of the lecture include:
subdifferential of convex functions, subgradient method, cutting plane method, epsilon-subdifferential, bundle methods, Nonsmooth equations: generalized Newton methods, generalized differentials, semismoothness, semismooth Newton methods.
Literature:
C. Geiger, C. Kanzow, Theorie und Numerik restringierter Optimierungsaufgaben; W. Alt: Numerische Verfahren der konvexen, nichtglatten Optimierung Bonnans, Gibert, Lemarechal, Sagastizabal: Numerical Optimization
Literature:
Please the the literature list on the course webpage.
Additional examination information:
Requirements for the exam: 60% of the exercises marked
|
