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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

Convex analysis Script of Prof. G. Wanka

Convex optimization Script of Prof. J. Peypouquet