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.

2022W, VO, 2.0h, 3.0EC


  • 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



Course dates

Tue08:00 - 12:0004.10.2022 - 24.01.2023FH Hörsaal 4 NLOP
Nonlinear Programming - Single appointments
Tue04.10.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue11.10.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue18.10.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue25.10.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue08.11.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue22.11.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue29.11.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue06.12.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue13.12.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue20.12.202208:00 - 12:00FH Hörsaal 4 NLOP
Tue10.01.202308:00 - 12:00FH Hörsaal 4 NLOP
Tue17.01.202308:00 - 12:00FH Hörsaal 4 NLOP
Tue24.01.202308:00 - 12:00FH Hörsaal 4 NLOP

Examination modalities

schriftliche und mündliche Prüfung

Course registration

Begin End Deregistration end
19.09.2022 08:00 03.10.2022 18:00



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.