Course: Theory and numerical methods in nonsmooth Optimization


Modul of the Master Mathematik

Schedule

Course:            Thu 13-15, RUD 25 3.008 and Fri 13-15, RUD 25 Room 1.115

Exercise class:  Fri 15-17, RUD 25 Room 1.011

Oral exam: 30.07.2018, 10am, RUD 26, 1.304

Registration deadline: 16.07.2018
Cancellation deadline: 23.07.2018

Second oral exam: 01.10.2018, 10am, RUD 26, 1.304

Registration deadline: 17.09.2018
Cancellation deadline: 24.09.2018


News

The lecture on July 6 is shifted to 9am-11am, Room 2.006.

The exercise class on July 6 is shifted to July 5, 11am-1pm, Room 2.417.

Requirements

Analysis und linear algebra, at least one course in optimization.

Objective

The aim of the course is to learn techniques to treat non-differentiability.

Content

References

Topics

Tutorials

U1

U2   Example by Wolfe

U3

U4

U5   matlab code

U6

U7

U8   bundle update algorithm

U9

U10

U11

U12

U13

U14