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#41016 / #2

Seit WiSe 2023/24

English

Optimization Algorithms

6

Toussaint, Marc

benotet

Schriftliche Prüfung

Zugehörigkeit


Fakultät IV

Institut für Technische Informatik und Mikroelektronik

34342100 FG Intelligent Systems

No information

Kontakt


MAR 4-4

Toussaint, Marc

office@lis.tu-berlin.de

Learning Outcomes

The students will be able to develop and apply optimization algorithms. They can formulate real-world problems appropriately as mathematical programs. They have a detailed understanding of the different categories of optimization problems, and methods to approach them. They have a basic understanding of the theory behind and properties of optimization algorithms. They have an overview of and experience with existing optimization software and are able to apply them to solve optimization problems.

Content

The course is on continuous optimization problems, with focus on non-linear mathematical programming (constrained optimization). Part 1 introduces efficient downhill algorithms in the unconstrained case: * gradient descent, backtracking, Wolfe conditions, convergence properties * covariant gradient, Newton, quasi-Newton methods, BFGS Part 2 will introduce efficient algorithms for constrained optimization: * Basics on KKT * Log-barriers, Augmented Lagrangian, primal-dual Newton * Differentiable Optimization * Convex Programs, bound constraints, Phase I Part 3 will cover extended topics that may vary each year, e.g.: * Stochastic Gradient Descent for NN training * No Free Lunch, Bayesian Optimization, global optimization * Stochastic, black-box, & evolutionary algorithms * Existing libraries, CERES, structured NLPs, solving constraint graphs

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course NameTypeNumberCycleLanguageSWSVZ
Optimization AlgorithmsIVWiSeEnglish4

Workload and Credit Points

Optimization Algorithms (IV):

Workload descriptionMultiplierHoursTotal
Attendance15.04.0h60.0h
Pre/post processing15.08.0h120.0h
180.0h(~6 LP)
The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

weekly lectures, exercise sessions, coding assignments and homeworks

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

Good knowledge in linear algebra and calculus Basic programming knowledge, programming in C++ or Python

Mandatory requirements for the module test application:

1. Requirement
Bestehen der benoteten Programmier- und Hausaufgaben

Module completion

Grading

graded

Type of exam

Written exam

Language

English

Duration/Extent

120 min

Duration of the Module

The following number of semesters is estimated for taking and completing the module:
1 Semester.

This module may be commenced in the following semesters:
Wintersemester.

Maximum Number of Participants

This module is not limited to a number of students.

Registration Procedures

See the ISIS course page.

Recommended reading, Lecture notes

Lecture notes

Availability:  unavailable

 

Electronical lecture notes

Availability:  unavailable

 

Literature

Recommended literature
No recommended literature given

Assigned Degree Programs


This module is used in the following Degree Programs (new System):

Studiengang / StuPOStuPOsVerwendungenErste VerwendungLetzte Verwendung
Computational Engineering Science (Informationstechnik im Maschinenwesen) (M. Sc.)14WiSe 2023/24SoSe 2024
Computer Engineering (M. Sc.)18WiSe 2023/24SoSe 2024
Computer Science (Informatik) (M. Sc.)14WiSe 2023/24SoSe 2024
Elektrotechnik (M. Sc.)16WiSe 2023/24SoSe 2024
ICT Innovation (M. Sc.)18WiSe 2023/24SoSe 2024
Medieninformatik (M. Sc.)14WiSe 2023/24SoSe 2024
Medientechnik (M. Sc.)18WiSe 2023/24SoSe 2024
Physikalische Ingenieurwissenschaft (M. Sc.)24WiSe 2023/24SoSe 2024

Miscellaneous

No information