401-3901-00L  Mathematical Optimization

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



Courses

NumberTitleHoursLecturers
401-3901-00 VMathematical Optimization4 hrs
Mon13:15-15:00HG E 1.1 »
Thu10:15-12:00HG D 5.2 »
R. Weismantel
401-3901-00 UMathematical Optimization2 hrs
Fri10:15-12:00HG E 1.1 »
R. Weismantel

Catalogue data

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.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits11 credits
ExaminersR. Weismantel
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationoral 30 minutes
Additional information on mode of examinationThere is a mid-term examination. Participation at the mid-term examination is elective. The mark achieved at this mid-term examination either improves the final mark or has no influence on it.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

 
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Offered in

ProgrammeSectionType
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Mathematics MasterCore Courses: Applied Mathematics and Further Appl.-Oriented FieldsWInformation
Spatial Development and Infrastructure Systems MasterRecommended Electives of Bachelor Degree ProgrammeWInformation
Computational Science and Engineering BachelorElectivesWInformation
Computational Science and Engineering MasterElectivesWInformation
Statistics MasterStatistical and Mathematical CoursesWInformation