| 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 optimisation (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 |
Courses start September 21st and ends December 7th2009. There will be 12 meetings of two hours. |
| Examination |
A written examination December 22, 13:00-16:00h in the Witte zaal Ruppert building , Leuvenlaan 19, Utrecht. (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 |
