Optimization
Undergraduate course, University of Luebeck, 2023
Summer terms 2022 and 2023 (~ 12 students per semester).
- Linear optimization (simplex method)
- Nonlinear optimization without constraints (gradient method, CG, Newton method, quasi-Newton, globalization)
- Nonlinear optimization with equation and inequality constraints (Lagrange multipliers, active set method)
- Stochastic methods in machine learning