Rico Zenklusen: Catalogue data in Autumn Semester 2014

Name Prof. Dr. Rico Zenklusen
Institut für Operations Research
ETH Zürich, HG G 22.4
Rämistrasse 101
8092 Zürich
Telephone+41 44 633 93 42
RelationshipAssistant Professor

401-0647-00LIntroduction to Mathematical Optimization Information 5 credits2V + 1UU.‑U. Haus, R. Zenklusen
AbstractIntroduction to basic techniques and problems of mathematical optimization.
ObjectiveThe goal is to get a good understanding of some of the most important mathematical optimization techniques used to solve linear programs and basic combinatorial optimization problems.
ContentTopics covered in this course include:
- Linear programming (simplex method, duality theory, shadow prices, ...).
- Basic combinatorial optimization problems (spanning trees, network flows, knapsack problem, ...).
LiteratureInformation about relevant literature will be given in the lecture.
Prerequisites / NoticeThis course is meant for students who did not already attend the course "Mathematical Optimization", which is a more advance lecture covering similar topics and more.
401-5900-00LOptimization and Applications Information 0 credits1KR. Weismantel, B. Gärtner, D. Klatte, J. Lygeros, M. Morari, K. Schmedders, R. Smith, R. Zenklusen
AbstractLectures on current topics in optimization
ObjectiveExpose graduate students to ongoing research acitivites (including applications) in the domain of otimization.
ContentThis seminar is a forum for researchers interested in optimization theory and its applications. Speakers, invited from both academic and non-academic institutions, are expected to stimulate discussions on theoretical and applied aspects of optimization and related subjects. The focus is on efficient (or practical) 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.