Universität Wien
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390035 UK VGSCO: Interior Point Methods for Very Large Scale Optimization (2016W)

4.00 ECTS (2.00 SWS), SPL 39 - Doktoratsstudium Wirtschaftswissenschaften
Continuous assessment of course work
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 01.12. 09:30 - 11:30 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 02.12. 09:30 - 11:30 Studierzone
  • Friday 02.12. 13:15 - 15:45 Studierzone
  • Monday 05.12. 09:00 - 12:00 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 06.12. 09:00 - 11:30 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 06.12. 13:15 - 15:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 07.12. 09:00 - 11:30 Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 07.12. 13:15 - 15:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock

Information

Aims, contents and method of the course

This course will consider the theory and some practical aspects of interior point methods for very large scale optimization. It will consider linear, quadratic, nonlinear, second-order cone, and semidefinite programming. A proof of polynomial complexity of the primal-dual method for linear programming will be given and several practical aspects of efficient implementation
of the method will be discussed.

Assessment and permitted materials

Minimum requirements and assessment criteria

Examination topics

Reading list

[1] I.S. Duff, A.M. Erisman and J.K. Reid,
Direct Methods for Sparse Matrices,
Oxford University Press, New York, 1986.

[2] J. Gondzio,
Interior Point Methods 25 Years Later,
European J. of Operational Research 218 (2012) pp 587--601.

[3] S. Wright,
Primal-Dual Interior-Point Methods,
SIAM Philadelphia, 1997.

Association in the course directory

Last modified: Mo 07.09.2020 15:46