401-3901-00L | ||
Professor(en): R. Weismantel |
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Vorlesung: |
Link zum Kurskatalog Fall 2017 |
Webseite: |
Ziele: Advanced optimization theory and algorithms. |
Vorlesungslevel: D-ITET Master, Systems and Control specialization Supplementary Core Courses | |
Voraussetzungen: | ||
Inhalt: 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. http://www.vvz.ethz.ch/Vorlesungsverzeichnis/lerneinheitPre.do?lerneinheitId=61317&semkez=2009W&lang=de |
Dokumentation: |