Numerical Optimization
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Description/Kurzbeschreibung
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Content / Inhalt: |
We discuss basic algorithmic approaches for solving
nonlinear optimization problems. Aspects of interest are convergence
rate, computational efficiency and numerical behavior. |
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Builds on / Vorwissen: |
Grundlagen der Optimierung, Lineare Algebra, Höherdim. Differential- und Integralrechnung |
Literatur
Wichtige/gute Quellen zur Vorlesung sind:- J. Nocedal, S.J. Wright; Numerical Optimization, Springer 1999;
- Florian Jarre, Josef Stoer; Optimierung, Springer, 2nd ed., 2006. eBook ISBN 3-540-35447-5.
- Carl Geiger, Christian Kanzow; Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002. ISBN 3-540-42790-2.
- J.F. Bonanns, J. C. Gilbert, C. Lemaréchal, C. A. Sagastizábal; Numerical Optimization; Springer 2003. ISBN 3-540-00191-3.
- Bazaraa, Sherali, Shetty; Nonlinear Programming: Theory and Algorithms, Wiley, 1993
- Luenberger; Linear and Nonlinear Programming, Addison-Wesley, 1984
Useful Links
- NEOS Server for Optimization
- AMPL Reference Manual [pdf] (a typical input format for NEOS)
- Landau Symbols at Wikipedia
- rather informal slides in German stemming from another lecture series
