What it is about
You engage with theory and numerical methods of nonlinear optimization. You will learn advanced methods for unconstrained and, in particular, constrained optimization problems (e.g., SQP, barrier and interior-point methods) and you will be able to assess and apply convergence properties of such methods in the end.
What you will be able to do
- Understanding of the theoretical foundations of nonlinear optimization
- Familiarity with advanced numerical methods (unconstrained and constrained)
- Analysis and evaluation of convergence properties of optimization algorithms
- Application of optimization theory and methods to practical problems
What the module consists of
- VorlesungDelivery of content through lectures with demonstrative examples and discussion
- Übung/Practice sessionsDeepening through worksheets, solutions and progressively independent work in groups
Teaching method
- Vortrag mit Beispielen und Diskussionto introduce and motivate the topics and for interactive clarification of questions
- Geführte und anschließend selbstständige Übungssitzungento deepen, independently analyze and verify learning success through exercises and solutions