Universität Wien
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269011 VO Numerical Methods III - Optimisation (2019S)

3.00 ECTS (2.00 SWS), SPL 26 - Physik

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Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 07.03. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien (Kickoff Class)
  • Thursday 14.03. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 21.03. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 28.03. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 04.04. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 11.04. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 02.05. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 09.05. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 16.05. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 23.05. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 06.06. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 13.06. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien
  • Thursday 27.06. 11:25 - 12:55 Seminarraum A, Währinger Straße 17, 2. Stk., 1090 Wien

Information

Aims, contents and method of the course

Basic concepts of continuous optimization, line search and trust region algorithms, Newton and (large-scale) Quasi-Newton methods, nonlinear conjugate gradient (NCG) methods, theory of (nonlinear) constrained optimization, linear programming, (sequential) quadratic programming, penalty and augmented Lagrangian methods, interior point methods.
Both theoretical background and practical numerical aspects (e.g. machine learning, python scikit-learn, (nonlinear) dimensionality reduction, etc) will be emphases.

Assessment and permitted materials

Oral exam (by appointment)

Minimum requirements and assessment criteria

Examination topics

Topics discussed in the lecture

Reading list

Lecture notes will be available;
Lecture notes SS2018: M.Grasmair, Continuous Optimization, 2012
J. Nocedal, S.J. Wright, Numerical Optimization, 2006 Springer
R. Fletcher, Practical methods of optimization, John Wiley & Sons, 2013

Association in the course directory

CO-MAT3

Last modified: Sa 08.07.2023 00:21