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Professur Algorithmische und Diskrete Mathematik
Algorithmische und Diskrete Mathematik

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Optimization (for non-mathematicians SM16, SM16_optimierung2.8_2010, ...)

Winterterm 13/14

Lectures: C. Helmberg,
Tutorials: S. Richter, I. Riedel

Prof. Christoph Helmberg

Lectures:

Mon 9:15 - 10:45, room 2/W012
starts on 14.10.2013

Tutorials:

Tue 9:15 - 10:45, room 2/39/738 (I. Riedel)
Wed 17:15 - 18:45, room 2/39/738 (S. Richter)

Important:

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

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.

audience:

graduate students in engineering and economics

requires:

basic linear algebra and calculus, in particular differentiation of multidimensional real functions

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

Tutorials

All information and material for the tutorials will be available on OPAL (Exercise for Optimization for Non-Mathematicians).

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