Introduction to Optimization
Kathrin Klamroth, Winter Term 2005/06

Tutorial: Tuesday, 16:15 - 17:45, large auditorium, MI, Bismarckstr. 1 1/2
Start of tutorials: 25.10.2005

Prerequisites: Linear Algebra I and II, Analysis I and II

Contents:
1) Applications and Modelling: Production planning, Approximation problems, Optimal control
2) Linear Programming: Optimality and duality, Simplex method, Extensions to quadratic problems, Outlook
3) Integer Programming: Interrelation to Linear Programming, Problem relaxations, cutting plane methods and Branch and Bound, Dynamic programming, Outlook
4) Convex Optimization: Convex functions and generalizations, KKT-conditions, Duality, Descent methods, Outlook

Literature:
R.K. Ahuja, T.L. Magnanti and J.B. Orlin: "Network Flows: Theory, Algorithms and Applications". Prentice-Hall, 1993.
M.S. Bazaraa, H.D. Sherali and C.M. Shetty: "Nonlinear Prorgramming: Theory and Algorithms". Wiley, 1993.
H.W. Hamacher and K. Klamroth: "Lineare und Netzwerk-Optimierung / Linear and Network Optimization". Bilingual textbook, Vieweg, 2000.
J. Jahn: "Introduction to the Theory of Nonlinear Optimization", 2nd. ed. Springer, 1996.
G.L. Nemhauser and L.A. Wolsey: "Integer and Combinatorial Optimization". Wiley, 1988.

Questions!? Mail to: klamroth@am.uni-erlangen.de

This information in German