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(Advanced) Optimization SoSe 2020

Moodle Page

All course materials are available on Moodle.

General Information

In this course we will give an introduction to optimization in Banach spaces which plays an important role e.g. in the optimization of partial differential equations. In this course we will discuss the following main topics: examples of optimization problems in Banach spaces, (repetition of) basic concepts of functional analysis, convexity and duality, numerical optimization methods.

Team

Lecturer: Dr. Matthias Voigt Tutor: Sofiya Onyshkevych

Schedule

Lecture: Wednesday, 4:15-5:45pm in Geom H6 Exercise: Thursday every odd week, 10:15-11:45am in Geom 142

Prerequisites

Necessary: linear algebra and calculus, basic knowledge in optimization, Recommended: functional analysis, numerical mathematics.

Recommended Literature

A. Beck. First-Order Methods in Optimization, MOS-SIAM Ser. Optim., Society of Industrial and Applied Mathematics, 2017. ISBN 978-1-61197-498-0.

Exams

There will be a written exam at the end of the semester. There are two possible dates (please choose one): 1st date: Tuesday, July 21, 2020, 10:00-12:00am in Geom H1, 2nd date: Tuesday, September 22, 2020, 10:00-12:00am in Geom H2.

Exercises

Every second week there will be an exercise session. The exercise sheets will appear on Moodle.