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.

2020W, VO, 2.0h, 3.0EC

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 - 12:0006.10.2020 - 26.01.2021Hörsaal 15 NLOP VO
Tue10:15 - 10:4506.10.2020 GoToMeeting (LIVE)NLOP Vorbesprechung (VO+UE)
Tue08:45 - 09:3008.12.2020Hörsaal 15 105.147: Nichtlineare Optimierung, Sondertermin
Tue10:00 - 12:0026.01.2021HS 13 Ernst Melan - RPL NLOP VO Prfg.
Nonlinear Programming - Single appointments
DayDateTimeLocationDescription
Tue06.10.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue06.10.202010:15 - 10:45 GoToMeetingNLOP Vorbesprechung (VO+UE)
Tue13.10.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue20.10.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue27.10.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue03.11.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue10.11.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue17.11.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue24.11.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue01.12.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue08.12.202008:45 - 09:30Hörsaal 15 105.147: Nichtlineare Optimierung, Sondertermin
Tue15.12.202010:00 - 12:00Hörsaal 15 NLOP VO
Tue12.01.202110:00 - 12:00Hörsaal 15 NLOP VO
Tue19.01.202110:00 - 12:00Hörsaal 15 NLOP VO
Tue26.01.202110:00 - 12:00Hörsaal 15 NLOP VO

Examination modalities

schriftliche und mündliche Prüfung

Course registration

Begin End Deregistration end
02.10.2020 16:30 05.10.2020 18:00

Curricula

Study CodeObligationSemesterPrecon.Info
066 395 Statistics and Mathematics in Economics Mandatory
066 645 Data Science Not specified
066 926 Business Informatics Mandatory elective
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