Current Teaching

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

Nonsmooth Analysis and Optimization (4+2)

Lecture (Tue 08:15 - 09:45 HS II A3, Wed. 14:15 - 15:45 SR XI C3) and Tutorial (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 courseContinuous 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.