Module guide

Module MA4030 T

Module part: Optimization (OptiT)


1 Semester
Turnus of offer:

each summer semester
Credit points:

Course of studies, specific field and terms:
  • Master MES 2020 (module part), mathematics / natural sciences, arbitrary semester
  • Master Biophysics 2019 (module part), advanced curriculum, 2nd semester
  • Master MES 2014 (module part), mathematics / natural sciences, 2nd 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, conjugate gradients, Newton method, Quasi- Newton methods, globalization)
  • Equality- and inquality-constrained nonlinear optimization (Lagrange multipliers, active set methods)
  • Stochastic methods for machine learning
  • 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:
  • exam type depends on main module
Is requisite for:
Responsible for this module:
  • Siehe Hauptmodul
  • J. Nocedal, S. Wright: Numerical Optimization - Springer
  • F. Jarre: Optimierung - Springer
  • C. Geiger: Theorie und Numerik restringierter Optimierungsaufgaben - Springer
  • offered only in German

(Sub-module of MA4310)

Prerequisites for attending the module:
- None (Familiarity with the topics of the required modules is assumed, but the modules are not a formal prerequisite for attending the course).

Prerequisites for the exam:
- Preliminary examinations can be determined at the beginning of the semester. If preliminary work has been defined, it must have been completed and positively assessed before the first examination.

Letzte Änderung: