Mathematical Algorithmic Optimization - Otto-von-Guericke-University Magdeburg


Block Course: Optimization with Differential Equations

The main goal of this compact course is to provide insight into the state-of-the-art of the research area Optimization with Differential Equations. To this end, the foundations will be taught in a tutorial part with hands-on practical exercises. In a second part, current research projects will be presented by people working in the field. The block course will build on a compact overview of deterministic optimization algorithms, derivative generation, and extensions towards optimal control. The theoretic overview will be complemented by practical hands-on exercises in the computer pool of IWR. The three day introduction will be followed by two days with external speakers reporting on state-of-the-art projects in the field of optimization with differential equations.



The course will be organized and taught (if not otherwise stated) by Sebastian Sager and Holger Diedam.


A nice group picture of all participants is available here and here. Anamaria Bodea uploaded some pictures of Thursday evening. pdf files of some talks and additional photos are available in the restricted area.

Guest speakers

On Friday, July 24th, lectures will be given by On Thursday morning current PhD projects of members of the HGS will be presented.

Preliminary program

The preliminary program reads as follows:
Time Monday Tuesday Wednesday Thursday Friday
09h00-10h00 Introduction Dynamic Process Models Simulation and Derivatives C. Hoffmann: Design of Optimal Experiments for Model Discrimination
S. Lenz: Parameter Estimation
S. Ulbrich: Interior-point and semismooth methods for PDE-constrained optimization
10h00-10h15 Coffee break Coffee break Coffee break Coffee break Coffee break
10h15-11h15 Linear Programming Optimal control: An Overview Algorithms for Modelling: Parameter Estimation, Optimum Experimental Design S. Schmidt: A 2589 Line Topology Optimization Code Written for the Graphics Card
C. Schillings: Aerodynamic Shape Optimzation under Uncertainty
V. Schulz: One-shot methods for PDE constrained shape optimization
11h15-11h30 Coffee break Coffee break Coffee break Coffee break Coffee break
11h30-12h30 Nonlinear Programming Direct Multiple Shooting Integer control, robust control C. Kirches: on QPs within optimal control
L. Wirsching: Nonlinear Model Predictive Control
D. Lebiedz: An optimization approach to model reduction in chemical kinetics
12h30-14h00 Lunch Lunch Lunch Lunch Final discussion, Lunch
14h00-18h00 Practical exercises: AMPL + programming Practical exercises: MUSCOD Practical exercises: direct optimal control Discussion
Exercises: own project
On Thursday evening there will be a joint course dinner.


Participation is free of charge and possible for doctoral students in optimization from Heidelberg, Trier, Darmstadt, Duisburg and Marburg upon registration. The costs for accomodation, lunches and Thursday evening dinner cannot be covered, though. Registration is closed now, the course is full. For further inquiries, please send me an email, .
Last Modification: 2016-05-12 - Contact Person: Sebastian Sager - Impressum