Optimization
Summer Semester 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
- Actual exercise sheet: –
Final exam: Thursday, 20 July 2017; You are allowed to prepare 1 handwritten sheet DIN A4 (2 pages) for the exam.
Literature:
- V. Barbu and T. Precupanu, Convexity and Optimization in Banach Spaces
- I. Ekeland and R. Teman, Convex Analysis and Variational Problems
- H. Bauschke and 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