Was ist Informatik? – Eine andere Sichtweise
Die gängigen Erklärungen zu “Was ist Informatik?” – etwa von der Gesellschaft für Infomatik, der TU Dresden, oder auf Wikipedia – machen es einem schwer, sic...
Optimization is one of the most fundamental tools of modern
sciences. Many phenomena -- be it in computer science, artificial
intelligence, logistics, physics, finance, or even psychology and
neuroscience -- are typically described in terms of optimality
principles. The reason is that it is often easier to describe or
design an optimality principle or cost function rather than the system
itself. However, if systems are described in terms of optimality
principles, the computational problem of optimization becomes central
to all these sciences.
This lecture aims give an overview and introdution to various
approaches to optimization together with practical experience in the
exercises. The focus will be on continuous optimization problems and
we will cover methods ranging from standard convex optimization and
gradient methods to non-linear black box problems (evolutionary
algorithms) and optimal global optimization. Students will learn to
identify, mathematically formalize, and derive algorithmic solutions
to optimization problems as they occur in nearly all disciplines.
A preliminary list of topics is:
date | topics | slides | exercises (due on 'date'+1) |
15.4. | Introduction | 01-introduction | -- |
22.4. | Unconstrained Optimization | 02-unconstrainedOpt | e01-introduction |
29.4. | Unconstrained Optimization (cont.) | [Nathan did the lecture. Sorry I was ill.] | e02-unconstrainedOpt |
6.5. | Constrained Optimization | 03-constrainedOpt | e03-newtonMethods |
13.5. | Constrained Optimization & Convex Problems | 04-convexProblems | e04-constraints |
20.5. | Constrained Optimization & Convex Problems (cont.) | questions time (optional to attend) | |
27.5. | Blackbox Optimization | 05-blackBoxOpt | e05-constrainedOpt |
3.6. | Blackbox Optimization (cont.) | e06-convexOpt | |
10.6. | [Pfingstferien] | ||
17.6. | Bayesian Optimization | 06-globalBayesianOptimization | e07-stochasticSearch |
24.6. | Bayesian Optimization (cont.) | [no exercise] | |
1.7. | Consider this to prepare for exam: 14-Optimization-script | e08-globalOptim
../data/gp01pred.m ../data/test.m |
Die gängigen Erklärungen zu “Was ist Informatik?” – etwa von der Gesellschaft für Infomatik, der TU Dresden, oder auf Wikipedia – machen es einem schwer, sic...