Current Teaching

Here, we provide an overview of the current teaching offers of the working group during the winter term 2024/2025.

Continuous Optimization (4+2)

Lecture: Tue 10:15 - 11:45 04A30 (H|04), Wed 08:15 - 09:45 201 (B|07), P. Mehlitz
Exercise class: Gr. 1 - Thu 16:15 - 17:45 03A11/03A19 (H|04), K. Kleiser; Gr. 2 - Fri 19:15 - 11:45 04A30/03A19 (H|04), P. Mehlitz
Tutorial: Gr. 1 - ???, T. Baake; Gr. 2 - ???, K. Kleiser
Qualification: Knowledge according to courses Linear Algebra II and Analysis II are essential.
Content: convex sets and functions, separability and theorems of alternatives, necessary and sufficient optimality conditions of first and second order for constrained optimization problems, numerical methods for unconstrained optimization (general line search methods, steepest descent method, CG method, Newton method, Newton-like methods) and constrained optimization (penalty methods, multiplier-penalty methods)
Exam: written exam of 120 minutes on 18/02/2025
Material: Information and material for the course are provided via the associated ILIAS page.

Lecture: Tue 12:15 - 13:45 03A10 (H|04), Thu 10:15 - 11:45 03A10 (H|04) every two weeks (beginning in the first week)
Exercise class: Thu 10:15 - 11:45 03A10 (H|04) every two weeks (beginning in second week)
Qualification: Knowledge according to courses Linear Algebra II and Analysis II are essential. Knowledge according to the courses Operations Research (formally: Linear Optimization) and Continuous Optimization (formally: Nonlinear Optimization) can be helpful.
Content: convex sets and functions, separability and theorems of alternatives, notions of efficiency, existence of efficient points, methods for the computation of efficient points (scalarization methods, bounding methods, compromise methods), linear multiobjective optimization, set optimization (vector and set approach with optimality conditions)
Exam: oral exam of 30 minutes, appointments will be arranged during the lecture
Material: Information and material for the course are provided via the associated ILIAS page.

Here, we provide an overview of the preceding teaching offers of the working group.

Lecture (Tue 08:15 - 09:45 HS II A3, Wed. 14:15 - 15:45 SR XI C3) and Exercise class (Thu 12:15 - 14:45 HS VI A3): P. Mehlitz
Qualification: Knowledge according to courses Linear Algebra II and Analysis II are essential. Knowledge according to the course Continuous Optimization can be helpful.
Content: nonsmooth variational analysis according to Mordukhovich (normal directions, extremal principle, subdifferentiation, optimality conditions), algorithms of nonsmooth optimization (proximal gradient method, proximal multiplier-penalty method, ADMM), Newton differentiability and nonsmooth Newton methods
Exam: oral exam of 30 minutes, appointments will be arranged during the lecture
Material: Information and material for the course are provided via the associated ILIAS page.