040914 UK Applied Optimization (2017W)
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Fr 08.09.2017 09:00 to Th 21.09.2017 12:00
- Deregistration possible until Sa 14.10.2017 23:59
Details
max. 30 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
03.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
10.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
17.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
24.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
31.10.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
07.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
14.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
21.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
28.11.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
05.12.
16:45 - 18:15
Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
12.12.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
09.01.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
16.01.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday
23.01.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
30.01.
16:45 - 18:15
Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
(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 5 December 2017, 16:50-18:10 (net working time, please arrive by 16:40), location different from regular course hall: Hoersaal 11, 2nd floor); andend term, on Tuesday 16 January 2018, 16:50-18:10 (net working time, please arrive by 16:40), location different from regular course hall: Hoersaal 4, ground 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.
Minimum requirements and assessment criteria
Examination topics
Reading list
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 consult
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0471486000.html
which also contains a useful Mathematical Review Appendix. Take care: parts of the course material is not included in this textbook!
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0471486000.html
which also contains a useful Mathematical Review Appendix. Take care: parts of the course material is not included in this textbook!
Association in the course directory
Last modified: 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