Module Guide before WS 2016/17

Modul MA4031-KP08

Optimization (Advanced Mathematics) (OptiKP08)


1 Semester
Turnus of offer:

each summer semester
Credit points:

Course of studies, specific field and terms:
  • Master CLS 2023 (compulsory), 1st, 2nd, or 3rd semester
  • Master CLS 2016 (compulsory), 1st, 2nd, or 3rd semester
Classes and lectures:
  • Optimization (exercise, 2 SWS)
  • Optimization (lecture, 4 SWS)
  • 130 Hours private studies and exercises
  • 90 Hours in-classroom work
  • 20 Hours exam preparation
Contents of teaching:
  • Linear optimization (Simplex method)
  • Unconstrained nonlinear optimization (gradient descent, Newton method, Quasi- Newton methods)
  • Constrained nonlinear optimization (Lagrange multipliers)
  • Discrete optimization
  • Students can model real-life problems as optimization problems.
  • They understand central optimization techniques.
  • They can explain central optimization techniques.
  • They can compare and assess central optimization techniques.
  • They can implement central optimization techniques.
  • They can assess numerical results.
  • They can select suitable optimization techniques for practical problems.
  • Interdisciplinary qualifications:
  • Students can transfer theoretical concepts into practical solutions.
  • They are experienced in implementation.
  • They can think abstractly about practical problems.
Grading through:
  • written exam
Is requisite for:
Responsible for this module:
  • J. Nocedal, S. Wright: Numerical Optimization - Springer
  • F. Jarre: Optimierung - Springer
  • C. Geiger: Theorie und Numerik restringierter Optimierungsaufgaben - Springer
  • offered only in German

Variant of MA4030, MA4030-KP08 for students who did not attend a course on optimization in their Bachelor’s program.

Prerequisite tasks for taking the exam can be announced at the beginning of the semester. If any prerequisite tasks are defined, they must be completed and passed before taking the exam for the first time.

Letzte Änderung: