040914 UK Applied Optimization (2016W)
Prüfungsimmanente Lehrveranstaltung
Labels
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Mo 12.09.2016 09:00 bis Do 22.09.2016 14:00
- Abmeldung bis Fr 14.10.2016 14:00
Details
max. 30 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
Dienstag
04.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
11.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
18.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
25.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
08.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
15.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
22.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
29.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
06.12.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag
13.12.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
10.01.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
17.01.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Dienstag
24.01.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Dienstag
31.01.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
(1) presence during the course is compulsory and will be awarded by up to 5 points;(2) presentation of an exercise (from the lecture notes, to be prepared in advance) is optional/voluntary and will be awarded by up to 15 points;(3) there are two compulsory written tests:mid-term, on Tuesday 6 December 2016, 16:50-18:10 (net working time, please arrive by 16:40), location different from regular course hall: Hoersaal 6, 1st floor); andend term, on Tuesday 17 January 2017, 16:50-18:10 (net working time, please arrive by 16:40), location different from regular course hall: Hoersaal 6, 1st floor).Each test can be awarded by up to 50 points.Mode: open-book test. Electronic calculators admitted, no cell phones (flight or offline mode). Net working time: 80 minutes, which will be tight, so I suggest to prepare well (from experience, you will lack time to look up too many things in books during exam).(4) To pass the exam/course successfully, you need 53 points.
Mindestanforderungen und Beurteilungsmaßstab
Prüfungsstoff
Literatur
Lecture Notes (by and available with Immanuel Bomze) should be sufficient for covering the material of the course. If you desire (much) more, you may consulthttp://eu.wiley.com/WileyCDA/WileyTitle/productCd-0471486000.htmlwhich also contains a useful Mathematical Review Appendix. Take care: parts of the course material is not included in this textbook!
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mo 07.09.2020 15:29
1.2 Properties of the minimal distance projection
1.3 Separation of convex sets
1.4 Supporting hyperplane and Farkas' Lemma2. The concept of duality in optimization2.1 Lagrange duality for constrained optimization problems
2.2 Duality gap, quality guarantee, and complementary slack
2.3 Minimax, saddle points, and optimality conditions
2.4 Convex problems: Slater condition, Wolfe dual3. Practical aspects of duality in optimization3.1 Linear and quadratic optimization
3.2 Ascent directions for the dual function
3.3 Dual (steepest) ascent method
3.4 (Dual) cutting planes
3.5 Duality for discrete problems; branch-and-bound