390040 UK PhD-AW: Deterministic Global Optimization (2014S)
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 17.02.2014 09:00 to Th 03.04.2014 16:00
- Deregistration possible until Fr 14.03.2014 23:59
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
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
Introduction, applications, course OutlinePart II Foundations (3 hours)
Convex/nonconvex sets and functions
Local and global optimality conditions
Algorithms, convergence and finiteness
Computational complexity of global optimizationPart 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 contractionPart IV Special structures (2 hours):
Quadratic, multilinear and edge-concave functionsPart V Software and applications (4 hours):
BARON
Global MINLP codes
Applications in analytics