Non-linear optimization (2DME20)

This page:
     https://www.win.tue.nl/~gwoegi/2DME20/

OWinfo pages:
     https://venus.tue.nl/owinfo-cgi/owi_0695.opl?vakcode=2DME20

Lecturer:
    Gerhard Woeginger

Instructors:
    Murat Firat
    Cor Hurkens

Location (weeks 1-5):
     Tuesday: laplace-gebouw -1.19
     Friday: flux 0.01

Location (weeks 6-7):
     Tuesday: flux 1.06
     Friday: flux 1.06


Course objectives
The course provides a high level view on the area of optimization
 •  Examples from continuous optimization and from discrete optimization
 •  The role of convexity
 •  Lagrangian approaches, the Karush-Kuhn-Tucker condition, and convex programs
 •  NP-hardness and how to cope with it
 •  Principles of conic optimization

Recommended book
We recommend the book `Convex Optimization' by Stephen Boyd and Lieven Vandenberghe (Cambridge University Press 2004).
The book is available in electronic form (for free).
Parts of the course will cover material from chapters 2,3,4,5,9,11; see here

Recommended article
Levent Tunçel: "Some applications of semidefinite optimization from an operations research viewpoint pdf


Examination
 •  Written exam, with questions similar but not identical to exercises.
 •  Test exam for 2DME20

Old exams:
 •  Exam of 7 april 2014
 •  Exam of 5 november 2014
 •  Exam of 30 october 2015
Attention: the 2014 exams are for an older version of the course,
and hence are not representative for the current contents of the course.


Slides:
 •  Slides for week 1: intro  tue  fri 
 •  Slides for week 2: tue+fri
 •  Slides for week 3: tue+fri
 •  Slides for week 4: tue+fri
 •  Slides for week 5: tue+fri
 •  Slides for week 6: tue+fri
 •  Slides for week 7: tue+fri
 •  Slides for week 8: question hour

Exercises:
 •  Exercises for weeks 1-3: pdf
 •  Exercises for weeks 4-5: pdf
 •  Exercises from Boyd & Vandenberghe: txt
 •  Exercises for weeks 6+7: see slides

Links:
 •  links to supplementary material


Modified on January 19, 2016.