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Professur Algorithmische und Diskrete Mathematik
Algorithmische und Diskrete Mathematik

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Optimization (for non-mathematicians SM16, ...)

Winterterm 15/16

Lectures: C. Helmberg,
Tutorials: S. Richter, D. Shklyarov

Prof. Christoph Helmberg

Lectures:

Mon 9:15 - 10:45, room 2/W012
starts on 12.10.2015

Tutorials:

(4 distinct groups)
Wed 17:15 - 18:45, room 2/39/738 (D. Shklyarov)
Thu 19:00 - 20:30, room 2/39/738 (D. Shklyarov)
Fri 11:30 - 13:00, room 2/39/738 (S. Richter)
Fri 15:30 - 17:00, 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.
After the registration you can get your MRZ-login at room 2/39/704 (Margit Matt) or 2/39/705 (Roman Unger).


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 will then also be able download das Skript in deutscher Sprache.

(There might be new versions over time; current version of November 23, 2015).

Additional lecture material

Tutorials

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