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This entry is from Summer semester 2018 and might be obsolete. No current equivalent could be found.
Convex Optimization in Banach Spaces
(dt. Konvexe Optimierung in Banachräumen)
Level, degree of commitment | Specialization module, depends on importing study program |
Forms of teaching and learning, workload |
Lecture (3 SWS), recitation class (1 SWS), 180 hours (60 h attendance, 120 h private study) |
Credit points, formal requirements |
6 CP Course requirement(s): Written or oral examination Examination type: Successful completion of at least 50 percent of the points from the weekly exercises. |
Language, Grading |
German,The grading is done with 0 to 15 points according to the examination regulations for the degree program M.Sc. Mathematics. |
Subject, Origin | Mathematics, M.Sc. Mathematics |
Duration, frequency |
One semester, Im Wechsel mit anderen specialization moduleen zur Optimierung |
Person in charge of the module's outline | Prof. Dr. Thomas Surowiec |
Contents
I. Infinite-Dimensional Optimization
- Semi-continuous functions in topological vector spaces
- Variational problems in (compact) metric and topological vector spaces
- Ekeland's Variational Principle
- First-order necessary and approximate conditions for variational problems
- Continuity of integral functionals on L-p spaces, Krasnoselskii's Theorem
- The role of the weak topology in existence theory
II. Convex analysis and Optimization
- Convex sets, convex functionals, Fenchel-Legendre conjugates (theorem of Fenchel-Moreau-Rockafellar, the Fenchel-Young-inequality)
- Generalized derivatives, e.g., directional differentiability, subdifferentials
- Calculation Rules for Convex Subdifferentials, Applications in Optimization
III. Numerical solution methods
- First-order numerical solution methods, e.g., projected (sub)gradients, mirror descent
- Second order numerical solution methods: Semismooth-Newton
Qualification Goals
The students shall
- learn classical propositions of existence of the calculus of variations as well as some important concepts and results from nonlinear functional analysis, such as Nemytski operators and their role in the optimization and analysis of nonlinear partial differential equations,
- learn the extension of concepts from finite-dimensional convex analysis to infinite-dimensional problems; here a focus is placed on duality theory and subdifferentials,
- learn the formulation, implementation and convergence analysis of important algorithms in function spaces,
- Reassess knowledge from the basic modules and some advanced modules, e.g. from the modules for analysis and linear algebra as well as the optimization modules,
- learn the application of concepts from functional analysis, e.g. Dual Spaces, Hahn-Banach Set and Separation Sets,
- recognise relations with other areas of mathematics and other sciences,
- practice mathematical working methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof techniques),
- improve their oral communication skills in the exercises by practicing free speech in front of an audience and during discussion.
Prerequisites
Translation is missing. Here is the German original:
Keine. Empfohlen werden die Kompetenzen, die entweder in den Basismodulen Lineare Algebra I, Lineare Algebra II, Analysis I und Analysis II oder Grundlagen der linearen Algebra, Grundlagen der Analysis und Grundlagen der Höheren Mathematik vermittelt werden. Außerdem werden die Kompetenzen aus dem Modul Maß- und Integrationstheorie empfohlen. Darüber hinaus sind Kenntnisse der Funktionalanalysis von Vorteil.
Recommended Reading
(not specified)
Please note:
This page describes a module according to the latest valid module guide in Summer semester 2018. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:
- Winter 2016/17 (no corresponding element)
- Summer 2018
- Winter 2018/19
- Winter 2019/20
- Winter 2020/21
- Summer 2021
- Winter 2021/22
- Winter 2022/23
- Winter 2023/24 (no corresponding element)
The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.
The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.