Optimization II

Description and content

This course is a four-hour lecture and a two-hour tutorial. In this course, the lecture Optimisation I is continued. Important algorithms for constrained optimisation are discussed. Here you can find an overview (with the topics from Optimization I). The course deals with constrained non-linear optimization and related numerical methods, like interior-point, penalty, augmented Lagrange, SQP and barrier methods. These will be analysed and their numerical implementation discussed. The lecture can be chosen as an elective module and as a main module in the Master's program in Mathematics. This course is taught in German.

Prerequisites are Analysis I, II, Linear Algebra, Numerics I, Optimization I, and experience with PYTHON programming.

Please register in ZEuS to attend the course. To receive appropriate course material please visit ILIAS.