Advanced Topics of Differentiable Optimization
Fortgeschrittene Themen der differenzierbaren Optimierung
6 CPirregularlyEN
Prerequisites
Recommended, as written
Knowledge of the content of the modules • 13862: Optimierung und Operations Research • 13392: Differenzierbare Optimierung or 14356 Differentiable Optimization and knowledge of multidimensional analysis, e.g. • 11104: Analysis II
Contents
In-depth study of the topics from module 13392 Differenzierbare Optimierung or 14356 Differentiable Optimization, e.g. • Theory and numerics of special optimization methods • Theory and numerics of infinite-dimensional problems • Topics from optimal control
Learning outcomes
After successfully completing the module, students have in-depth knowledge in the field of differentiable optimization. They are able to create and evaluate different formulations of a problem. They also are able to select and evaluate suitable methods.
Assessment
• Oral examination, 30 min. OR • Written examination, 120 min. (with high number of participants) In the first lecture it will introduced, if the examination will organized in written or oral form.
Literature (1)
- Nocedal, Wright: Numerical Optimization, 2006
Remarks
• Study programme Mathematics M.Sc.: Compulsory elective module in complex „Optimization“
Source: BTU's module description · retrieved 29 Sep 2026Original