Information about the lecture

here

The lecture is held by Markus Grasmair, room 1040 SB2; markus.grasmair@ntnu.no.

• Thursday 08:15-10:00, lecture hall R3 (Realfagsbygget).
• Friday 12:15-14:00, lecture hall F2 (Gamle fysikk).

• Office hours: Thursday 10:15-11:00, room 1040, SB2.

The first lecture will be held on Thursday, 10th of January.

Teaching Assistant: Ola Mæhlen.

Office hours:

• Tuesday 09:00-11:00 and Thursday 10:00-12:00, room 1056, 10th floor, Sentralbygget 2.

The exercises will be published here.

When and where:

• Monday, 17:15-18:00, lecture hall R3 (Realfagsbygget).

The first exercise session will be held on Monday, 14th of January.

The textbook used in the course is J. Nocedal and S. Wright: Numerical Optimization, 2nd Edition. Springer, 2006, (Errata).
This book is available in electronic form at Springerlink.

• Minimisers of Optimisation Problems
• Basic Properties of Convex Functions
• Convergence of descent methods with backtracking
• Optimisation with convex constraints
• Lagrangian duality

• 14th of May 2019, 09:00-13:00.
• Permitted aids are given by code C:
  • Rottmann, Matematisk formelsamling
  • Approved calculator

In contrast to the previous years, Nocedal & Wright (and other notes) won't be permitted at the exam in this year.