IMPRESSUM    DATENSCHUTZ
	Fakultät für Mathematik	Universität Regensburg
Optimization II Semester SoSe 2022 Lecturer Luise Blank Type of course (Veranstaltungsart) Vorlesung German title Optimierung II Contents Building on the lecture Optimization I, this lecture deals with numerical methods for nonlinear, restricted optimization problems. First, methods for linear restricted problems and convex optimization problems are considered. The theory of restricted problems is complemented by duality concepts and saddle point statements for the Lagrangian function. Then, penalty, barrier and augmented Lagrangian function methods are analyzed for NLPs. The introduced concepts for QPs are extended to sequential quadratic programming and analyzed using techniques for Newton methods. We hereby obtain local convergence statements. For globalization, methods such as merit functions and filtering procedures are introduced. For a modified, globalized SQP procedure, global convergence is analyzed. Literature J. Nocedal, S.J. Wright: Numerical Optimization, Springer-Verlag. Chr. Großmann, J. Terno: Numerik der Optimierung, Teuber-Studienbücher. C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer. F. Jarre und J. Stoer: Optimierung, Springer-Verlag. W. Alt: Nichtlineare Optimierung, Eine Einführung in Theorie, Verfahren und Anwendungen, Vieweg Verlag. R. Fletcher: Practical Methods of Optimization, John Wiley & Sons. I. Griva, S.G. Nash, A. Sofer: Linear and Nonlinear Optimization, SIAM. Recommended previous knowledge Optimization I Time/Date Mo, We 10-12, Exercise class presumably Th12-14 Location Mo M101, We M104, Th M104 Registration Registration for the exercise classes: via GRIPS Registration for course work/examination/ECTS: FlexNow Course work (Studienleistungen) Successful participation in the exercise classes: 50% of the points of the theoretical as well as of the programming exercises. The exercises for the IT-Ausbildung will be indicated. Examination (Prüfungsleistungen) Oral exam: Duration: 30 min, Date: by arrangement,, re-exam: Date: by arrangement, Modules BPraMa(2), BV, MV, MAngAn, CS-B-Math3, CS-B-P16, PHY-B-WE 03, PHY-M-VE 03, RZ M 04, RZ-M61, RZ-M33 ECTS 9, für RZ M 04, RZ-M61, RZ-M33: 6

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