040914 UK Applied Optimization (2020W)
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 Mo 14.09.2020 09:00 to We 23.09.2020 12:00
- Deregistration possible until Sa 31.10.2020 12:00
Details
max. 30 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
06.10.
09:45 - 11:15
Digital
Tuesday
13.10.
09:45 - 11:15
Digital
Tuesday
20.10.
09:45 - 11:15
Digital
Tuesday
27.10.
09:45 - 11:15
Digital
Tuesday
03.11.
09:45 - 11:15
Digital
Tuesday
10.11.
09:45 - 11:15
Digital
Tuesday
17.11.
09:45 - 11:15
Digital
Tuesday
24.11.
09:45 - 11:15
Digital
Tuesday
01.12.
09:45 - 11:15
Digital
Tuesday
15.12.
09:45 - 11:15
Digital
Tuesday
12.01.
09:45 - 11:15
Digital
Tuesday
19.01.
09:45 - 11:15
Digital
Tuesday
26.01.
09:45 - 11:15
Digital
Information
Aims, contents and method of the course
Assessment and permitted materials
(1) Active virtual cooperation during e-class will be awarded by up to 15 points, depending on the intensity and relevance of your communication (e.g., questions regarding administration won't be relevant for grading)(2) virtual-oral presentation of an exercise(from the lecture notes, to be prepared in advance; format: a single .pdf with your name, max.size 5MB) which will be awarded by up to 25 points.(3) a take-home exam on 19 January 2021 (during course hours).
Net working time will be set tight, so I suggest to prepare well (from experience, you will lack time to find the answer during exam without having thought of the topic before).
Exam will be awarded by up to 30 points.(4) To pass the exam/course successfully, you need 31 points.Grades:0-30: nicht genuegend/fail (5)
31-40: genuegend/pass (4)
41-50: befriedigend/satisfactory (3)
51-60: gut/good (2)
61-70: sehr gut/excellent (1)
Net working time will be set tight, so I suggest to prepare well (from experience, you will lack time to find the answer during exam without having thought of the topic before).
Exam will be awarded by up to 30 points.(4) To pass the exam/course successfully, you need 31 points.Grades:0-30: nicht genuegend/fail (5)
31-40: genuegend/pass (4)
41-50: befriedigend/satisfactory (3)
51-60: gut/good (2)
61-70: sehr gut/excellent (1)
Minimum requirements and assessment criteria
see above
Examination topics
all material presented in the course
Reading list
all material covered by lecture notes (see moodle)Bazaraa, M.S., Sherali, H.D., Shetty, C.M.: Nonlinear Programming: Theory and Algorithms, Wiley
Association in the course directory
Last modified: Fr 12.05.2023 00:13
Contents:1. Geometric foundations of duality1.1 Convexity and minimal distance projection
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