Course on "Numerical Optimization" - Moritz Diehl

Wed 26 Sep 2007 10:35-12:35, see schedule

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

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Newsflash

Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally. 

Optec Agenda

Thu 31.05.2012
BOKU 3.12
Wed 04.07.2012
Auditorium of the Arenberg Castle
Thu 08 - Fri 09.11.2012
Belgian coast

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