401-3901-00L  Mathematical Optimization

SemesterHerbstsemester 2014
DozierendeR. Weismantel
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch


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.