Introduction to Nonlinear Optimization

Module MA2503

This Module is offered by TUM Department of Mathematics.

This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.

Module version of WS 2011/2

There are historic module descriptions of this module. A module description is valid until replaced by a newer one.

available module versions
SS 2012WS 2011/2

Basic Information

MA2503 is a semester module in German language at Bachelor’s level which is offered in winter semester.

Total workloadContact hoursCredits (ECTS)
150 h 45 h 5 CP

Content, Learning Outcome and Preconditions

Content

Modelling of practical problems as optimization problems, unconstrained optimization (optimality conditions, globally convergent descent methods, Newton method and Newton-type methods, globalization of locally convergent methods), elements of constrained optimization.

Learning Outcome

After successful completion of the module students are able to formulate practical problems as optimization problems as well as to understand and to apply the theoretical basics of nonlinear optimization. Further, they understand modern optimization methods and elements of their convergence theory, and they are familiar with and can apply fundamental concepts in the theoretical analysis of nonlinear optimization problems.

Preconditions

MA1001 Analysis 1, MA1002 Analysis 2, MA1101 Lineare Algebra 1, MA1102 Lineare Algebra 2

Courses, Learning and Teaching Methods and Literature

Courses and Schedule

Learning and Teaching Methods

Lectures, tutorials, homework as self study

Media

Black board

Literature

Geiger, Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben, Springer, 1999. Geiger, Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002. Nocedal, Wright: Numerical Optimization, Springer, 2006.

Module Exam

Description of exams and course work

Klausur

Exam Repetition

There is a possibility to take the exam at the end of the semester.

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