Continuous Optimization (LNMB/3TU)

Credits 6 credit points
Instructors Still, G. (Universiteit Twente)
E-mail g.j.still@utwente.nl
Aim This course aims to provide an advanced introduction into the basics and methods of nonlinear continuous optimization (also called nonlinear programming).
Description The course starts with some historical examples and  an introduction into convex sets and convex functions.
Then, optimality conditions in unconstrained and constrained optimization are discussed with emphasis on convex problems. Duality in convex optimization is the next topic followed by an introduction
into the basic algorithms for unconstrained and constrained problems.
Finally as a special topic, LP-, Lagrange- and semidefinite-relaxations of integer programs are studied.
Organization Time: Monday 11.00 – 12.45 (September 17, December 3)
Monday 11.00 – 12.45 and 13.15 – 15.00 (weeks to be given later)
Examination A written examination (re-examination as oral exam).
Literature (a PDF-file of the notes/book  will be available at the web-site)
- Lecture notes "Nonlinear Optimization", by E. de Klerk, C. Roos, T.
Terlaky.
- "Algorithmic Principles of Mathematical Programming" by U. Faigle, W. Kern and G. Still.
Prerequisites Basic knowledge of linear algebra and multivariate analysis.
Remarks More information and study material is to be found at
the course page.

  Last changed: 09-04-2014 16:35