Applied Optimization
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Semester:
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HS 2019 |
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Type:
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Lecture |
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Lecturer:
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Links:
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ILIAS KSL |
Applied Optimization lecture is offered as part of Master programs in computer science.
Its content is organized into three parts: 1. Theory: fundamental definitions: convex sets and convex functions, Lagrange Duality and KKT optimality conditions. 2. Algorithms, with focus on continuous optimization: unconstrained optimization, equality constrained optimization and inequality constrained optimization. 3. Advanced optimization: such as mix-integer optimization and SPD relaxations.
The lecture is accompanied by exercise sessions, that aim to provide hands-on experience in solving optimization problems, both to reinforce theory and concepts as to gain practical experience while programming in c++.