105.147 Nonlinear Programming
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2021W, VO, 2.0h, 3.0EC

Course evaluation

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture
  • Format: Hybrid

Learning outcomes

After successful completion of the course, students are able to distinguish between different types of nonlinear programming problems, to solve them with the appropriate methods, and to interpret the results (mostly economically).

Subject of course

NONLINEAR PROGRAMMING 1. Introduction 2. Classes of nonlinear optimization problems 3. Optimization with one variable 4. Optimization without restrictions with several variables 5. Optimization under equality constraints: The method of Lagrange 6. Optimization under equality and inequality constraints: The method of Karush-Kuhn-Tucker 7. Saddle-point formulation and convex optimization 8. Quadratic Programming 9. Separable Programming 10. Method of feasible directions 11. Frank-Wolfe Algorithm 12. Sequential Unconstrained Minimization Techniques (SUMT) 13. Geometric Programming

Teaching methods

Methods of nonlinear optimization/programming

Mode of examination

Written and oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue10:00 - 12:0012.10.2021 - 25.01.2022Zeichensaal 1 NLOP VO
Nonlinear Programming - Single appointments
DayDateTimeLocationDescription
Tue12.10.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue19.10.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue09.11.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue16.11.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue23.11.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue30.11.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue07.12.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue14.12.202110:00 - 12:00Zeichensaal 1 NLOP VO
Tue11.01.202210:00 - 12:00Zeichensaal 1 NLOP VO
Tue18.01.202210:00 - 12:00Zeichensaal 1 NLOP VO
Tue25.01.202210:00 - 12:00Zeichensaal 1 NLOP VO

Examination modalities

schriftliche und mündliche Prüfung

Course registration

Begin End Deregistration end
21.09.2021 15:30 04.10.2021 18:00

Curricula

Literature

Lecture notes for this course are available. F.S. Hillier and G.J. Lieberman: Introduction to Operations Research, 8th Edition, McGraw-Hill, New York, 2005. M. Luptácik: Nichtlineare Programmierung mit ökonomischen Anwendungen, Athenäum, 1981. M. Luptácik: Mathematical Optimization and Economic Analysis, Springer edition, forthcoming.

Language

German