Universität Wien
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040914 UK Applied Optimization (2021W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
REMOTE
Moodle

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).

Details

max. 30 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 05.10. 09:45 - 11:15 Digital
  • Tuesday 12.10. 09:45 - 11:15 Digital
  • Tuesday 19.10. 09:45 - 11:15 Digital
  • Tuesday 09.11. 09:45 - 11:15 Digital
  • Tuesday 16.11. 09:45 - 11:15 Digital
  • Tuesday 23.11. 09:45 - 11:15 Digital
  • Tuesday 30.11. 09:45 - 11:15 Digital
  • Tuesday 07.12. 09:45 - 11:15 Digital
  • Tuesday 14.12. 09:45 - 11:15 Digital
  • Tuesday 11.01. 09:45 - 11:15 Digital
  • Tuesday 18.01. 09:45 - 11:15 Digital
  • Tuesday 25.01. 09:45 - 11:15 Digital

Information

Aims, contents and method of the course

Full digital synchronous mode (e-meet the professor live every week; recording is not guaranteed!)

Platform is moodle:

https://moodle.univie.ac.at/course/view.php?id=254552

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Contents:

1. Geometric foundations of duality

1.1 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' Lemma

2. The concept of duality in optimization

2.1 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 dual

3. Practical aspects of duality in optimization

3.1 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

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 18 January 2022 (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)

Minimum requirements and assessment criteria

see above

Examination topics

all material presented in the course

Reading list

Vorlesungsunterlagen

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