Universität Wien

390040 UK PhD-AW: Deterministic Global Optimization (2014S)

8.00 ECTS (2.00 SWS), SPL 39 - Doktoratsstudium Wirtschaftswissenschaften
Continuous assessment of course work

Prof. Nick Sahinidis
e-mail: sahinidis@cmu.edu
http://archimedes.cheme.cmu.edu

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. 24 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Monday 24.03. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 25.03. 13:00 - 15:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 26.03. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 27.03. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 28.03. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 31.03. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 01.04. 13:00 - 15:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 02.04. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 03.04. 10:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 04.04. 09:00 - 11:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

Course Outline*

Part I Introduction (1 hour)
Introduction, applications, course Outline

Part II Foundations (3 hours)
Convex/nonconvex sets and functions
Local and global optimality conditions
Algorithms, convergence and finiteness
Computational complexity of global optimization

Part III General solution methods (10 hours)
Cutting planes
Outer approximation and convexification
Decomposition
Branch-and-bound
Lower bounding methods
Branching techniques
D.C. and Lipschitzian programming
Range contraction

Part IV Special structures (2 hours):
Quadratic, multilinear and edge-concave functions

Part V Software and applications (4 hours):
BARON
Global MINLP codes
Applications in analytics

Assessment and permitted materials

Minimum requirements and assessment criteria

To offer an in depth study of the general theory and methods of deterministic global optimization. We will study applications, algorithms, and software.

Examination topics

Reading list

Association in the course directory

Last modified: Mo 07.09.2020 15:46