Modul
Optimization in Banach Spaces [M-MATH-102924]
Credits
5Recurrence
UnregelmäßigDuration
1 SemesterLanguage
Level
4Version
2Responsible
Organisation
- KIT-Fakultät für Mathematik
Part of
Bricks
Identifier | Name | LP |
---|---|---|
T-MATH-105893 | Optimization in Banach Spaces | 5 |
Competence Certificate
The module will be completed by an oral exam (approx. 30 min).
Competence Goal
The students can transfer properties from finite dimensional optimization problems to infinite dimensional cases. Furthermore, they can apply these results to problems from approximation theory, calculus of variation and optimal control. The students know about the main theorems and their proofs and can explain conclusions with the help of examples.
Prerequisites
none
Content
Basics from Functional Analysis (in particular separation theorems, properties of convex functions and generalized derivatives), duality theory of convex problems, differentiable optimization problems (Lagrange multiplier), sufficient optimality conditions, existence results, applications in approximation theory, calculus of variation, and optimal control theory.
Recommendation
Some basic knowledge of finite dimensional optimization theory and functional analysis is desirable.
Workload
Total workload: 150 hours
Attendance: 60 hours
- lecture including course related examinations
Self-studies: 90 hours
- follow-up and deepening of the course content
- work on problem sheets
- literature study and internet research relating to the course content
- preparation for the module examination