Mathematical Optimization

Aus VISki
Wechseln zu: Navigation, Suche

Overview

Abstract

Mathematical treatment of diverse optimization techniques.

Content

1) Linear optimization: The geometry of linear programming, the simplex method for solving linear programming problems, Farkas' Lemma and infeasibility certificates, duality theory of linear programming.

2) Nonlinear optimization: Lagrange relaxation techniques, Newton method and gradient schemes for convex optimization.

3) Integer optimization: Ties between linear and integer optimization, total unimodularity, complexity theory, cutting plane theory.

4) Combinatorial optimization: Network flow problems, structural results and algorithms for matroids, matchings, and, more generally, independence systems.

Summaries

Exam Solutions

Additional Material

Literature

  • no literature here yet