From 2 November 2020, the autumn semester 2020 will take place online. Exceptions: Courses that can only be carried out with on-site presence.
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401-3901-00L  Mathematical Optimization

SemesterAutumn Semester 2016
LecturersR. Weismantel
Periodicityyearly recurring course
Language of instructionEnglish


AbstractMathematical treatment of diverse optimization techniques.
ObjectiveAdvanced optimization theory and algorithms.
Content1. 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.