Module MA4030 T
Module part: Optimization (OptiT)
Duration
1 Semester
Turnus of offer
each summer semester
Credit points
8
Course of studies, specific fields and terms:
- Master Biophysics 2023, module part, advanced curriculum
- Master MES 2020, module part, mathematics / natural sciences
- Master Biophysics 2019, module part, advanced curriculum
- Master MES 2014, module part, mathematics / natural sciences
Classes and lectures:
- Optimization (exercise, 2 SWS)
- Optimization (lecture, 4 SWS)
Workload:
- 130 hours private studies and exercises
- 90 hours in-classroom work
- 20 hours exam preparation
Contents of teaching:
- Linear optimization (simplex method)
- Unconstrained nonlinear optimization (gradient descent, conjugate gradients, Newton method, Quasi- Newton methods, globalization)
- Equality- and inquality-constrained nonlinear optimization (Lagrange multipliers, active set methods)
- Stochastic methods for machine learning
Qualification-goals/Competencies:
- Students can model real-life problems as optimization problems.
- They understand central optimization techniques.
- They can explain central optimization techniques.
- They can compare and assess central optimization techniques.
- They can implement central optimization techniques.
- They can assess numerical results.
- They can select suitable optimization techniques for practical problems.
- Interdisciplinary qualifications:
- Students can transfer theoretical concepts into practical solutions.
- They are experienced in implementation.
- They can think abstractly about practical problems.
Grading through:
- exam type depends on main module
Is requisite for:
Responsible for this module:
- Siehe Hauptmodul
Literature:
- J. Nocedal, S. Wright : Numerical Optimization Springer
- F. Jarre : Optimierung Springer
- C. Geiger : Theorie und Numerik restringierter Optimierungsaufgaben Springer
Language:
- offered only in German
Notes:
(Sub-module of MA4310)Prerequisites for attending the module:
- None (Familiarity with the topics of the required modules is assumed, but the modules are not a formal prerequisite for attending the course).
Prerequisites for the exam:
- Preliminary examinations can be determined at the beginning of the semester. If preliminary work has been defined, it must have been completed and positively assessed before the first examination.
Last Updated:
14.12.2021