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Computational Engineering (Rechnergestütztes Ingenieurwesen) (Master of Science) >>

  Optimierung für Ingenieure (Optimization for Engineers) (OptIngV)

Lecturer
Dr. Johannes Hild, Akad. ORat

Details
Vorlesung mit Übung
3 cred.h, ECTS studies, ECTS credits: 5, Sprache Englisch
Time and place: Wed, Thu 12:15 - 13:45, K1-119 Brose-Saal; comments on time and place: Laboratory is scheduled instead of lecture at five thursdays.

Fields of study
WF MB-MA ab 1
WF TM-BA ab 4
PF CE-MA 1-2
WF AOT-GL ab 1
WF INF-MA ab 1
WPF CBI-MA ab 1
WF WING-MA ab 1
WF ME-MA ab 1
WPF LSE-MA ab 1
WF EEI-MA ab 1
WF ICT-MA ab 1
WPF CEN-MA ab 1
WPF MT-MA-BDV ab 1

Prerequisites / Organisational information
This course aims at students of the Faculty of Engineering of all disciplines and is suitable as an elective subject in the Bachelor's and Master's degree.
Requires contents of the lecture Mathematics for Engineers I, II and III. Especially:

  • Linear algebra

  • Analysis of real valued functions

  • Differential and integral calculus in multi dimensional spaces

Laboratory requires basic knowledge in the implementation of algorithms and data structures in a development environment.

Contents
Introduction to continuous optimization problems and methods with and without constraints

  • Classification of problem types

  • Optimality conditions and termination criterions

  • Descent directions and line search methods

  • Convergence analysis

Unconstrained optimization

  • Steepest descent and conjugate gradient

  • Newton-type methods

  • Nonlinear Least Squares

Constrained optimization

  • Projection methods

  • Trust Region

  • Barrier and penalty methods

Outlook

  • Linear programming and simplex method

  • Integer programming

  • Noisy functions

Laboratory

  • Introduction to MATLAB

  • Implementation of optimization algorithms

  • Algorithmic optimization of test problems

Recommended literature
Nocedal, Jorge and Wright, Stephen J.: Numerical Optimization. Springer Serie in Operations Research, 2006.
Kelley, C. T.: Iterative Methods for Optimization. Frontiers in Applied Mathematics 18, SIAM Philadelphia 1999;
Polak, E.: Optimization. Algorithms and Consistent Approximations.Applied Mathematical Sciences, Volume 124, Springer-Verlag New York, 1997.
Jarre, F.:Optimierung, Springer 2003;
Hamacher, H.W. and K. Klamroth, K.:Linear and Network Optimization: bilingual textbook. Vieweg 2000

ECTS information:
Title:
Optimization for Engineers

Credits: 5

Additional information
Keywords: optimierung optimization
Expected participants: 53
www: https://www.studon.fau.de/crs2516980_join.html

Assigned lectures
UE: Praktikum zu Optimierung für Ingenieure (Laboratory for Optimization for Engineers)
Lecturer: Dr. Johannes Hild, Akad. ORat
Time and place: Thu 12:00 - 14:00, Praktikum 1 / 00.325-128, Praktikum 2 / 00.327-128, PC-Pool 2 / 00.326-128

Verwendung in folgenden UnivIS-Modulen
Startsemester SS 2019:
Optimierung für Ingenieure (OptIngV)
Optimierung für Ingenieure (mit Praktikum) (OptIngVP)

Department: Controlling IngMath
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