MathMods :: Joint MSc

Additional Info

• ECTS credits: 10
• University: Leibniz University Hannover
• Semester: 3
• Lecturer 1: Marc Steinbach
• Objectives:

   

  This course is devoted to the fundamental theory and algorithms of
  constrained nonlinear optimization problems (NLPs).
  The students will learn how to design, analyze, and implement
  nonlinear optimization algorithms.

• Topics:

   

  Necessary and sufficient optimality conditions, regularity, stability;
  line search and trust region methods, quadratic optimization problems
  and active set methods, penalty, augmented Lagrangian and SQP methods;
  various application examples