Course Information
The information on this website is preliminary and will be updated towards the beginning of the semester.
Description
This class covers optimality criteria and optimization algorithms for (un-)constrained scalar optimization problems that are formulated for optimization parameters from infinite-dimensional linear spaces.
Prerequisites
Skills from Analysis I and II (MA1/ MA2), Lineare Algebra I (MA4) as well as basic optimization skills are highly recommended. “Nonlinear Optimization” (finite dimensional constrained optimization) is not a mandatory requirement but a reasonable foundation.
Concept and Components
This class is comprised of:
- Detailed lecture notes
- 2x 2h lectures per week
- Exercise sheets with corresponding answer sheets
- Tutorials for co-working on exercise sheets
- Exams following the end of the lecture period
Dates and Schedule
Information on the exercise labs can be found in MÜSLI.
Exercises
Exercises will be centered around one exercise sheet per week containing both theoretical/analytical questions and numerical/implementation exercises. Default programming language – in the sense that it will be used in our answer sheets and we will be providing support for it – will be Python. Feel free to work with another programming laguage that is suitable for implementing the optimization algorithms if you are self sufficient working with it.
In the exercise tutorials (see MÜSLI), you will have the oportunity to work on the exercise sheets with your peers and with support from our tutors. You can get the most out of their time if you show up having already taken a first look at the exercises and bringing your own questions and discussion topics to the meetings. Feel free to ask questions on the lecture notes or the lectures as well.
To evaluate your success on the exercise sheets, please compare your work with the answer sheets we will provide and, of course, feel free to talk to your tutor in the labs.
Class Registration
To register for this class, please register for an exercise group at MÜSLI. Please also register in case you are interested in participating in this class but not in the exercises. This will allow us to get an idea of class demand.
Attention(!): Registration for the class does not automatically include registration for an examination. More information on the exams can be found in the section exams.
Exams
We will be offering exams at the end of the semester and during the following summer break.
Exam Format
TBA
Exam Dates
TBA
Exam Registration and Cancellation
You can register for the exam and cancel your registration in heiCO(). The cut-off dates listed in HeiCO apply for both registration and cancellations.
Course Material
Lecture Notes
Exercises
Literature
TBA