Here is the overview of the topics, covered in the lecture. With each lecture, we will provide all lecture materials, in particular the slides, here on a timely basis.
| Date | Lecturer | Topic | |
|---|---|---|---|
| Thu, 5.11.2020 | Dimo Brockhoff | Introduction to (Continuous) Optimization | slides |
| Thu, 12.11.2020 | Anne Auger | Continuous Optimization I: differentiability, gradients, convexity, optimality conditions | slides |
| Thu, 19.11.2020 | Anne Auger | Continuous Optimization II: constrained optimization, Lagrangian relaxation, gradient-based algorithms, stochastic gradient | slides |
| Thu, 26.11.2020 | Anne Auger | Continuous Optimization III: stochastic algorithms, derivative-free optimization | slides |
| Thu, 3.12.2020 | Anne Auger | Continuous Optimization IV | slides (part 1) slides (part 2) slides (constraints) |
| Thu, 10.12.2020 | Dimo Brockhoff | Discrete Optimization | slides |
| week of 14.-18.12.2020 | Final exam |