Lectures on "Numerical Optimization" given by Moritz Diehl taking place first on Sept 26 (until Dec 11.)
every tuesday (room Celestijnenlaan 200 C 01.05, Aud. C) and
wednesday from 10:35-12:35(room Celestijnenlaan 300 - 00.81, Aud. D).
Announcement
Contents of the Course
Part I: Introduction
1. Fundamental Concepts of Optimization
2. Types of Optimization Problems
Part II: Unconstrained Optimization
3. Optimality Conditions and Convexity
4. Iterative Descent Methods
5. Newton Type Optimization Methods
6. Calculating Derivatives
7. Estimation and Fitting Problems
8. Trust Region vs. Line Search Methods
Part III: Constrained Optimization
9. Karush-Kuhn-Tucker Optimality Conditions
10. Quadratic Programming
11. Sequential Quadratic Programming
12. Globalisation Strategies
13. Interior Point Methods
14. Optimal Control Problems
15. Summary of the Lecture
16. Duality
17. Special Topics in Convex Optimization
The course is partly based on the book "Numerical Optimization" by
J. Nocedal and S. Wright, Springer Verlag.
Lecture: Moritz Diehl,
Exercises: Hans-Joachim Ferreau
Special Topics: Michel Baes,
Please register by sending an email with the subject NUMOPT
to Ida Tassens