Nonlinear Optimization

Nonlinear Optimization

Nonlinear Optimization is nowadays an important technology in applied mathematics, science and engineering. Nonlinear optimization problems appear in many applications, e.g., shape optimization in engineering, robust portfolio optimization in finance, parameter identification, optimal control, etc., and Nonlinear Optimization has emerged as a key technology in modern scientific and industrial applications. Challenging are in particular optimization problems with partial differential equations as constraints (PDE-constraints), for example optimization problems for flows, transport problems, diffusion processes, wave propagation or mechanical structures. An efficient solution of such problems requires highly developed optimization methods, which use modern adaptive multilevel techniques of scientific computing.

The research group Nonlinear Optimization considers the development, theory, implementation and application of efficient algorithms for nonlinear optimization. Particular research topics are PDE-constrained optimization, large scale optimization, adaptive multilevel techniques, preconditioning, global optimization and relaxation of discrete problems.

The research group Nonlinear Optimization is engaged among others in the following projects: