Continuous Optimization

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, semi-infinite and semidefinite programming is studied.
Organization	Courses start September 15 th, 2008 and ends in December 2008. There will be 12 meetings of two hours.
Examination	A written examination (re-examination as oral exam).
Literature	- 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	Course page: More information and study material is to be found at http://wwwhome.math.utwente.nl/~stillgj/conopt/index.html The written exam will take place on December 22, 2008, 13:00-16:00h Address: Aardwetenschappen, Grote zaal (next to the mathematics building) Utrecht

Last changed: 16-07-2010 15:08