Lehrinhalte
Nonsmooth optimization: Examples, subdifferential of convex functions,
subgradient method, cutting plane method, epsilon-subdifferential, bundle
methods, applications; Nonsmooth equations: Examples, generalized Newton
methods, generalized differentials, semismoothness, semismooth Newton
methods, applications
Literatur
Next to the lecture notes, the following books cover the topics of the lecture
C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben
W. Alt: Numerische Verfahren der konvexen, nichtglatten Optimierung
J.F. Bonnans, J. Gilbert, C. Lemaréchal, C.A. Sagastizábel: Numerical Optimization
Hiriart-Urruty, Lemarechal: Convex Analysis and Minimization Algorithms I / II
for further reading the books
Clarke: Optimization and Nonsmooth Analysis
Ekeland, Temam: Convex Analysis and Variational Problems
Ito, Kunisch: Lagrange Multiplier Approach to Variational Problems and Applications
maybe of interest.
Voraussetzungen
recommended: Introduction to Optimization
Online-Angebote
moodle
Nonsmooth optimization: Examples, subdifferential of convex functions,
subgradient method, cutting plane method, epsilon-subdifferential, bundle
methods, applications; Nonsmooth equations: Examples, generalized Newton
methods, generalized differentials, semismoothness, semismooth Newton
methods, applications
Literatur
Next to the lecture notes, the following books cover the topics of the lecture
C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben
W. Alt: Numerische Verfahren der konvexen, nichtglatten Optimierung
J.F. Bonnans, J. Gilbert, C. Lemaréchal, C.A. Sagastizábel: Numerical Optimization
Hiriart-Urruty, Lemarechal: Convex Analysis and Minimization Algorithms I / II
for further reading the books
Clarke: Optimization and Nonsmooth Analysis
Ekeland, Temam: Convex Analysis and Variational Problems
Ito, Kunisch: Lagrange Multiplier Approach to Variational Problems and Applications
maybe of interest.
Voraussetzungen
recommended: Introduction to Optimization
Online-Angebote
moodle
- Lehrende: Anonym
- Lehrende: Winnifried Wollner
Semester: Verão 2020