In this lecture we will study basic methods and numerical schemes for the solution of optimization problems. Topics include linear optimization, convex optimization, non-convex optimzation as well as PDE-constrained optimzation and - depending on interest - non-smooth optimzation and optimal control. We will discuss optimality conditions and analyse numerical schemes, e.g. with respect to convergence. To participate, please enroll in the Learnweb course available under https://xsso.uni-muenster.de/LearnWeb/learnweb2/course/view.php?id=68054. Use the key Simplex2023.
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- J. Nocedal, S. Wright: Numerical Optimization. Springer, 2006
- M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich: Optimization wich PDE Constraints. Springer, 2008
- W. Alt: Nichtlineare Optimierung. Vieweg, 2003
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- A. Conn, N. Gould, P. Toint: Trust-region methods. SIAM, 2000