Dates
Thu 11-13, room 1.115 in RUD25 (Johann von Neumann-Haus)Thu 15-17, room 1.013 in RUD25 (Johann von Neumann-Haus)
News
On Thursday, July 6, both lectures are canceled.
The afternoon lecture (15h-17h) on the 15th June is canceled.
Lecture notes: [pdf]Syllabus
Nonsmooth optimization problems often occur whenever the solution of a given optimization problem involves the solution of another problem (giving rise to so-called hierarchical, multiphase or multilevel problems). The resulting functions are typically non-differentiable. The module comprises the following focal points:- subdifferentials and subdifferential calculus
- variational principles
- generalized derivatives
- stable solutions
- optimality conditions
- Lipschitz continuous functions
- multi-valued mappings
- semismooth Newton methods
- complementarity and NCP functions
Literature
- M.M. Mäkelä, P. Neittaanmäki: Nonsmooth Optimization
- F.H. Clarke: Optimization and Nonsmooth Analysis
- J.F. Bonnans, A. Shapiro: Perturbation Analysis of Optimization Problems
- J.F. Bonnans, J.C. Gilbert, C. Lemarechal, C.A. Sagastizábal: Numerical Optimization
Contact
Prof. Michael Hintermüller, hint[at]math.hu-berlin.deLinks
- Prof. Michael Hintermüller's webpage
- Department of Mathematics
- Mathematics students' council