Robert Weismantel: Katalogdaten im Herbstsemester 2018

NameHerr Prof. Dr. Robert Weismantel
LehrgebietMathematik (Operations Research)
Adresse
Institut für Operations Research
ETH Zürich, HG G 21.5
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telefon+41 44 632 48 15
E-Mailrobert.weismantel@ifor.math.ethz.ch
URLhttps://math.ethz.ch/ifor/groups/weismantel_group/robert-weismantel.html
DepartementMathematik
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
401-3901-00LMathematical Optimization Information 11 KP4V + 2UR. Weismantel
KurzbeschreibungMathematical treatment of diverse optimization techniques.
LernzielAdvanced optimization theory and algorithms.
Inhalt1) Linear optimization: The geometry of linear programming, the simplex method for solving linear programming problems, Farkas' Lemma and infeasibility certificates, duality theory of linear programming.

2) Nonlinear optimization: Lagrange relaxation techniques, Newton method and gradient schemes for convex optimization.

3) Integer optimization: Ties between linear and integer optimization, total unimodularity, complexity theory, cutting plane theory.

4) Combinatorial optimization: Network flow problems, structural results and algorithms for matroids, matchings, and, more generally, independence systems.
Literatur1) D. Bertsimas & R. Weismantel, "Optimization over Integers". Dynamic Ideas, 2005.

2) A. Schrijver, "Theory of Linear and Integer Programming". John Wiley, 1986.

3) D. Bertsimas & J.N. Tsitsiklis, "Introduction to Linear Optimization". Athena Scientific, 1997.

4) Y. Nesterov, "Introductory Lectures on Convex Optimization: a Basic Course". Kluwer Academic Publishers, 2003.

5) C.H. Papadimitriou, "Combinatorial Optimization". Prentice-Hall Inc., 1982.
Voraussetzungen / BesonderesLinear algebra.
401-5900-00LOptimization Seminar Information 0 KP1KR. Weismantel, R. Zenklusen
KurzbeschreibungLectures on current topics in optimization
LernzielExpose graduate students to ongoing research acitivites (including applications) in the domain of otimization.
InhaltThis seminar is a forum for researchers interested in optimization theory and its applications. Speakers are expected to stimulate discussions on theoretical and applied aspects of optimization and related subjects. The focus is on efficient algorithms for continuous and discrete optimization problems, complexity analysis of algorithms and associated decision problems, approximation algorithms, mathematical modeling and solution procedures for real-world optimization problems in science, engineering, industries, public sectors etc.