Core course: Linear and Nonlinear Optimization

Mo 15:30 - 17:00, Place: (H - SBC5, Room H0.06)
Tu 15:00 - 16:30, Place: (H - SBC5, Room H0.06)

Description

Link to entry in the course book

ECTS-Points: 4

Topics

  • modelling linear programming problems
  • graphical method
  • algebraic background
  • convexity
  • polyhedral theory
  • simplex method
  • degeneracy and convergence
  • duality
  • interior-point methods
  • quadratic optimization
  • integer linear programming

Recommended literature:

  • B. Guenin, J. Könemann, L. Tunçel: A gentle introduction to optimization. Cambridge University Press, 2014
  • A. Schrijver: Combinatorial Optimization: Polyhedra and Efficiency. Springer, 2003
  • B. Korte and T. Vygen: Combinatorial Optimization: Theory and Algorithms. Springer, 2018
  • T. Cormen, Ch. Leiserson, R. Rivest, C. Stein: Introduction to Algorithms. MIT Press, 2013