Lehrinhalte
convex sets and functions; introduction to the theory of polyhedra; theory of optimality and duality in linear optimization; simplex method for the solution of linear optimization problems; polynomial complexity of linear optimization; procedure for problems of quadratic optimization

Literature
Chvatal: Linear Programming
Geiger, Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben;
Jarre, Stoer: Optimierung Nocedal;
Wright: Numerical Optimization;
Schrijver: Theory of Linear and Integer Programming;
Ziegler: Lectures on Polytopes

Voraussetzungen
recommended: Analysis, Linear Algebra

Semester: Inverno 2021/22