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.

2017W, VO, 2.0h, 3.0EC

Properties

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

Aim of course

Formulation of static optimization problems as nonlinear programming models, learning of theoretical knowledge and several solution techniques for the application of nonlinear programming in particular to economic problems.

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

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue10:00 - 12:0003.10.2017 - 23.01.2018Hörsaal 15 NLOP VO
Tue08:45 - 09:3005.12.2017Hörsaal 15 105.147: Nichtlineare Optimierung, Sondertermin
Tue10:00 - 12:0023.01.2018HS 13 Ernst Melan - RPL NLOP VO Prfg.
Nonlinear Programming - Single appointments
DayDateTimeLocationDescription
Tue03.10.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue10.10.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue17.10.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue24.10.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue31.10.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue07.11.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue14.11.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue21.11.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue28.11.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue05.12.201708:45 - 09:30Hörsaal 15 105.147: Nichtlineare Optimierung, Sondertermin
Tue05.12.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue12.12.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue19.12.201710:00 - 12:00Hörsaal 15 NLOP VO
Tue09.01.201810:00 - 12:00Hörsaal 15 NLOP VO
Tue16.01.201810:00 - 12:00Hörsaal 15 NLOP VO
Tue23.01.201810:00 - 12:00Hörsaal 15 NLOP VO
Tue23.01.201810:00 - 12:00HS 13 Ernst Melan - RPL NLOP VO Prfg.

Examination modalities

written and oral The access to the concluding oral part of the exam requires a positive evaluation of the preceding written part of the exam.

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
066 395 Statistics and Mathematics in Economics Mandatory
860 GW Optional Courses - Technical Mathematics Not specified

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