Many tasks in economy and industry require an optimal solution with respect to certain performance criteria and constraints. The mathematical formulation of this kind of tasks leads to an optimization problem. In general it is distinguished between static optimization ("parameter optimization") and dynamic optimization, where a dynamic process is involved and, e.g., an optimal control has to be determined. The goal of the lecture is to present the mathematical basics in the field of optimization and to give an introduction of numerical methods to solve static and dynamic optimization problems.
1. Basics in optimization 2. Static optimization with/without constraints (optimality conditions, numerical methods, ...) 3. Dynamic optimization with/without constraints (optimality conditions, Pontryagin's maximum principle, numerical methods, ...)
The presentation of all courses which will be offered by the institut will take place on the 8th of October 2012, 1245am-2pm, EI8. The lecture starts at 8th of October 2012.
Lecture notes for this course are available.
http://www.acin.tuwien.ac.at/lehre/master/optimierung/
1. J. Nocedal, S.J. Wright: Numerical Optimization. Springer, 2006.
2. M. Papageorgiou: Optimierung: Oldenbourg Verlag, 1991.
3. S.Boyd, L. Vandenberghe: Convex Optimization. Cambridge University Press, 2004.