Nonlinear Optimization 1
Additional Info
- ECTS credits: 10
- University: Leibniz University Hannover
- Semester: 3
- Lecturer 1: Marc Steinbach
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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
Published in
Course units
