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04-00-0174 Nonlinear Optimization · TUPlan

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04-00-0174

Nonlinear Optimization

FB04 Mathematics · Offered in WiSe 2025/26

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Weekly sessions · WiSe 2025/26

Mon15:20–17:00S115/020 · Exercise 2
Tue15:20–17:00S204/213 · Vorlesung und Übung
Thu15:20–17:00S101/A4 · Vorlesung und Übung
Fri09:50–11:30S102/36 · Exercise 1

Parts

04-00-0174-vuLecture with exercise6 contact h/week

Language: Englisch
Taught by: Prof. Dr. rer. nat. Stefan Ulbrich, M.Sc. Clara Andrea Bernklau

Course content

Modellierung praktischer Fragestellungen als Optimierungprobleme; Optimalitätsbedingungen, Dualitätstheorie; Verfahren für Probleme ohne Nebenbedingungen: Linesearch-und Trust-Region-Verfahren; Verfahren für Probleme mit Nebenbedingungen: Straf-, Innere-Punkte-, Multiplikator- und SQP-Verfahren

Exam dates

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