Mathematical Programming 2
Contents The course deals mainly with the theoretical background for algorithms for solution of optimisation problems with or without constraints and their convergence properties. If time permits, we shall at the end of the course deal with complexity for linear problems solved by means of interior methods e.g. Karmarkars algorithm.
Qualifications Convex Analysis and
Mathematical Programming. Textbooks Bazara, Sherali and Shetty:
Nonlinear Programming, 2nd Ed., John Wiley & Sons, 1993.
Notes.
Evaluation The basis for passing the course is active participation in the lectures and seminars. The students are expected to present reports in the seminars.
Satisfactory answers to a number of assignments must be given.
ECTS-credits 10.
Semester Fall 2002.