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Optimization (for non-mathematicians SM16, SM16_optimierung2.8_2010, ...) Winterterm 13/14 Lectures: C. Helmberg, |
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Lectures: |
Mon 9:15 - 10:45, room 2/W012 |
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Tutorials: |
Tue 9:15 - 10:45, room 2/39/738 (I. Riedel) |
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| In order to take part in the tutorials you will need an MRZ-login in addition to your URZ-login. For this, please register in OPAL (Exercise for Optimization for Non-Mathematicians) beginning at 07.10.2013. |
Abstract
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contents: |
formulating, solving and iterpreting the solution of optimization problems. We will discuss basic techniques and optimization methods for unconstrained optimization, least squares problems, network flow problems, and constrained optimization. For this we will also use and explain the basic features of the optimization toolbox of matlab. |
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audience: |
graduate students in engineering and economics |
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requires: |
basic linear algebra and calculus, in particular differentiation of multidimensional real functions |
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exams: |
oral (English and/or German as you prefer, 30 min) |
Literature
Course notes are available here.
If you prefer, you can also download das Skript in deutscher Sprache.
(There might be new versions over time, the current is of February 10, 2014).
Additional lecture material
- Supplement_Problem_Description.pdf (Always have some copies with you for classes and labs)
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Example 2.1
- Hausbau.m
- Hausbau_Zielfunktion.m
- Hausbau_Zielfunktion_zeichnen.m
- Hausbau_mit_Ableitung.m
- Hausbau_Zielfunktion_mit_Ableitung.m
- Dose.m
- Dose_Zielfunktion.m
- Dose_Zielfunktion_zeichnen.m
- Preisabsatzfunktion.m
- Preisabsatzfunktion_Modellfunktion.m
- Daten_Preisabsatzfunktion.m
- Preisabsatzfunktion_mit_Ableitung.m
- Preisabsatzfunktion_Modellfunktion_mit_Ableitung.m
- Mozartproblem.m
- Supplement: Drawing Graphs with Graphviz (instructions, will be covered in the tutorials)
- Graph.m (simplified interface for
graphViz4Matlab.m) - inc2adj.m (Author: Ondrej Sluciak, a bug of the original version was fixed)
- adj2inc.m (Author: Ondrej Sluciak)
- setup_graph.sh (shell script to adjust search paths)
- demoGraph.m
- Transportproblem.m
- Daten_Transportproblem.m
- Oelraffinerie.m
- Daten_Oelraffinerie.m
- Taxiproblem.m
- Daten_Taxiproblem.m
Example 6.1
Example 7.1
Example 11.1
Routines to display graphs
We are using the library Graphviz to display graphs, which is already available at the computers in the MRZ pool. To connect it to Matlab, we are using the interface graphviz4matlab with some modifications, plus our own routine (
Graph.m) to further simplify the use from Matlab.
Example 13.1
Example 15.5
Example 15.7
Tutorials
All information and material for the tutorials will be available on OPAL (Exercise for Optimization for Non-Mathematicians).
