Fachbereich Mathematik 
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Optimization (Summer term 2017)

We will give with this lecture an introduction to basics of optimization theory in infinite dimensional spaces and numerical solution techniques for solving contained/unconstrained minimization problems. Basic knowledge about functional analytic tools and techniques from optimization are required.

Exercises:

  • One exercises sheet per week;
  • Minimum 50 % of the exercises required for participating at the final exam.

Final exam: Thursday, 20th of July 2017
You are allowed to prepare 1 handwritten sheet DIN A4 (2 pages) for the exam.


Actual exercise sheet: Exercises

Literature:

    V. Barbu & Th. Precupanu, Convexity and optimization in Banach spaces
    I. Ekeland & R. Teman, Convex analysis and variational problems
    H. Bauschke & P. Combettes, Convex analysis and monotone operator theory in Hilbert spaces
    J. Peypouquet, Convex optimization in normed spaces: theory, methods and examples
    M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich, Optimization with PDE Constraints (only used for Descent methods)

Other useful material


 
  Seitenanfang  Impress 2017-07-12, Christina Brandt