Lehrinhalte
Differentiation in Banach spaces: Gâteaux- and Fréchet-derivatives; Hahn-Banach theorem, separation theorems; duality theory, minimax theorem, Lagrange duality, Fenchel duality; Lagrange multiplier theorems: Karush-Kuhn-Tucker conditions, regularity conditions of Robinson and Zowe/Kurcyusz
Literature
Luenberger: Optimization by Vector Space Methods;
Ekeland, Temam: Convex Analysis and Varational Problems
Voraussetzungen
recommended: Nonlinear Optimization, recommended: Functional Analysis
Differentiation in Banach spaces: Gâteaux- and Fréchet-derivatives; Hahn-Banach theorem, separation theorems; duality theory, minimax theorem, Lagrange duality, Fenchel duality; Lagrange multiplier theorems: Karush-Kuhn-Tucker conditions, regularity conditions of Robinson and Zowe/Kurcyusz
Literature
Luenberger: Optimization by Vector Space Methods;
Ekeland, Temam: Convex Analysis and Varational Problems
Voraussetzungen
recommended: Nonlinear Optimization, recommended: Functional Analysis
- Lehrende: Stefan Ulbrich
Semester: ST 2022