Optimization for Engineers



Time and place

  • Mon 12:15-13:45, Room H16 (exclude vac) ICS
  • Tue 14:15-15:45, Room H16 (exclude vac) ICS

Prerequisites / Organizational information

This course aims at students of the Faculty of Engineering of all disciplines and is suitable as an elective subject in the Bachelor's and Master's degree.

Requires contents of the lecture Mathematics for Engineers I, II and III. Especially:

  • Linear algebra
  • Analysis of real valued functions
  • Differential and integral calculus in multi dimensional spaces

Programming homeworks require basic knowledge in the implementation of algorithms and data structures in a development environment.


*Introduction to continuous optimization problems and methods with and without constraints* - Classification of problem types - Optimality conditions and termination criterions - Descent directions and line search methods - Convergence analysis *Unconstrained optimization* - Steepest descent and conjugate gradient - Newton-type methods - Nonlinear Least Squares *Constrained optimization* - Projection methods - Trust Region - Barrier and penalty methods *Outlook* - Linear programming and simplex method - Integer programming - Noisy functions *Programming Homeworks* - Get in touch with GNU Octave - Implementation of optimization algorithms - Algorithmic optimization of test problems

Additional information

Keywords: optimierung optimization

www: https://www.studon.fau.de/crs4332663_join.html