Universität Wien

040914 UK Applied Optimization (MA) (2024W)

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

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

  • Wednesday 02.10. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 09.10. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 16.10. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 23.10. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 30.10. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 06.11. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 13.11. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 20.11. 09:45 - 11:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 27.11. 09:45 - 11:15 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 04.12. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 11.12. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 08.01. 09:45 - 11:15 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.01. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 22.01. 09:45 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 29.01. 09:45 - 11:15 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

Course is held in physical presence

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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 cooperation during 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) oral presentation of an exercise(from the lecture notes, to be prepared in advance) which will be awarded by up to 25 points.

(3) a written exam (open book mode) on the date of the last lecture (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: Th 19.12.2024 14:45