Module MA4030 T

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:

• 20 hours exam preparation
• 90 hours in-classroom work
• 130 hours private studies and exercises

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:

• Non-smooth Optimization and Analysis (MA5035-KP05)

Requires:

• Linear Algebra and Discrete Structures 2 (MA1500-KP08, MA1500)
• Analysis 2 (MA2500-KP04, MA2500)

Responsible for this module:

• Siehe Hauptmodul

Teacher:

• Institute of Mathematics and Image Computing
• Prof. Dr. rer. nat. Jan Modersitzki
• Prof. Dr. rer. nat. Jan Lellmann

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:

Last Updated:

31.03.2026