Optimization

The course is given by Katharina Kormann and Martin Kronbichler. We will add messages here throughout the course.

The syllabus of the course is found at the Student Portal

Now, there is a file area at the Student Portal where you can find additional material.

The re-exam will take place on April 12, 2012. Don't forget to register! As in the December exam, you are allowed to bring a pocket calculator and one A4 sheet with formulae computer-typed (font: Times New Roman or Computer modern, size: >= 10, no hand-written notes allowed).

There will be three mandatory assignments. Information is given at the Student Portal.

I. Griva, S. G. Nash, A. Sofer,
Linear and Nonlinear Optimization, 2nd ed.,
SIAM, Philadelphia, 2009

Old version:
S. G. Nash, A. Sofer,
Linear and Nonlinear Programming,
McGraw-Hill, 1996

Suggested problems from the text book.

• p52: 3.2, 3.3
• p98-100: 1.1 (at least a few)
• p105: 2.1-2.3
• p114: 3.1, 3.2
• p141-143: 2.2, 2.3, 2.7
• p185-188: 2.1, 2.4
• p374: 4.4, 4.5
• p386: 5.3, 5.4
• p408-409: 2.1, 2.2, 2.4
• p420-421: 3.1, 3.2, 3.5
• p489-490: 2.1, 2.2, 2.5-2.7
• p501: 4.1, 4.2, 4.5, 4.11
• p508: 5.2, 5.5, 5.11
• p617: 2.1, 2.2
• p626: 5.1
• p752: 2.2, 2.5, 2.8, 2.9 (Appendix D)

Suggested problems from the text book (old version).

• p24: 2.2, 2.3
• p69-70: 1 (a few at least)
• p75: 1-3
• p83: 1, 2
• p105-106: 2, 3, 5
• p157-159: 1, 4
• p311-313: 4, 5
• p323: 3, 4
• p344-347: 1, 2, 4
• p356-358: 1, 2, 5
• p417-418: 2, 5, 8, 9
• p434: 1-4
• p445-446: 1, 2, 5, 9, 10
• p453: 2, 3
• p543-544: 1, 2
• p552: 1

J Lundgren, M Rönnqvist, P Värbrand,
Optimeringslära,
Studentlitteratur, 2008.

J Lundgren, M Rönnqvist, P Värbrand,
Optimization,
Studentlitteratur, 2009.

N Andreasson, A Evgrafov, M Patriksson,
An Introduction to Continuous Optimization,
Studentlitteratur, 2005.

J Nocedal, S Wright,
Numerical Optimization,
Springer, 2006.

You can find a collection of old exams with solutions here.