Continuous Optimization (2011)
(3TU/LNMB course, TUD code WI4 207)

Aim of the course

This course aims to provide an advanced introduction into the basics and methods of nonlinear continuous optimization (also called nonlinear programming).
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.

 

 

  Coordination G. Still (UT, lecturer),  

Time and place (at :University of Utrecht, De Uithof)

    Period: September 19 - December 05, 12 meetings on 7 Mondays:  
       September 19: 11.00-12.45 ** Aard Klein
       October 3      : 11.00-12.45 and 13.15-15.00 ** Aard Klein, MIN 211
       October 17      : 11.00-12.45 and 13.15-15.00 ** Aard Klein, MIN 211
       October 31      : 11.00-12.45 and 13.15-15.00 ** MIN 211
       November 14      : 11.00-12.45 and 13.15-15.00 ** MIN 211
       November 28      : 11.00-12.45 and 13.15-15.00 ** MIN 211
       December 5: 11.00-12.45 ** MIN 211    

   

Course material

  • Course syllabus: de Klerk/Roos/Terlaky, "Optimization" (For Chapter 0-3 of the course)
  • Further literature:   U. Faigle, W. Kern and G. Still. Algorithmic Principles of Mathematical Programming. Kluwer, 2002.
                       (for Chapter 4-6 of the course)     (a script with relevant topics will be made downloadable later)   
  • Course schedule:   See above: time and place                  
     

Downloadable lecture sheets (to be updated)