Algorithmische und Diskrete Mathematik | Fakultät für Mathematik

Nonlinear Optimization

Summer Term 2006

Content:	We discuss basic algorithmic approaches for solving smooth nonlinear optimization problems. Aspects of interest are convergence rate, computational efficiency and numerical behavior. Unconstrained Optimization: Newton and quasi-Newton methods, line search, trust regions, conjugate gradients, approximate and automatic differentation Constrained Optimization: Lagrange multipliers, quadratic programming, penalty, barrier and augmented Lagrangian methods, sequential quadratic programming.
Audience:	obl.: WMM6 wob.: MMM6/8, IMM6/8, TMM6/8, MPM
Requirements:	Linear Algebra, Analysis

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