MathMods :: Joint MSc

Additional Info

• ECTS credits: 6
• Code: DT0217
• University: University of Hamburg
• Semester: 2
• Lecturer 1: J. Oberle
• Objectives:

   

  Minimization of nonlinear functionals on infinite dimensional spaces subject to constraints. Solution algorithms for constrained and unconstrained nonlinear optimization problems. Aspects of numerical approximation and implementation. Convex optimization. Nonsmooth optimization.

• Topics:

   

  Existence and uniqueness of solutions. Necessary and sufficient optimality conditions. Constraint qualifications. Kuhn-Tucker theorems. Steepest descent and Newton-type methods for unconstrained optimization, SQP methods, penalty methods and interior point methods for constrained optimization. Semismooth Newton and Primal-Dual Active set methods for nonsmooth problems.