401-3901-00L Mathematical Optimization
Semester | Herbstsemester 2016 |
Dozierende | R. Weismantel |
Periodizität | jährlich wiederkehrende Veranstaltung |
Lehrsprache | Englisch |
Kurzbeschreibung | Mathematical treatment of diverse optimization techniques. |
Lernziel | Advanced optimization theory and algorithms. |
Inhalt | 1. 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. |