# 401-3901-00L Mathematical Optimization

Semester | Autumn Semester 2020 |

Lecturers | R. Zenklusen |

Periodicity | yearly recurring course |

Language of instruction | English |

Abstract | Mathematical treatment of diverse optimization techniques. |

Objective | The goal of this course is to get a thorough understanding of various classical mathematical optimization techniques with an emphasis on polyhedral approaches. In particular, we want students to develop a good understanding of some important problem classes in the field, of structural mathematical results linked to these problems, and of solution approaches based on this structural understanding. |

Content | Key topics include: - Linear programming and polyhedra; - Flows and cuts; - Combinatorial optimization problems and techniques; - Equivalence between optimization and separation; - Brief introduction to Integer Programming. |

Literature | - Bernhard Korte, Jens Vygen: Combinatorial Optimization. 6th edition, Springer, 2018. - Alexander Schrijver: Combinatorial Optimization: Polyhedra and Efficiency. Springer, 2003. This work has 3 volumes. - Ravindra K. Ahuja, Thomas L. Magnanti, James B. Orlin. Network Flows: Theory, Algorithms, and Applications. Prentice Hall, 1993. - Alexander Schrijver: Theory of Linear and Integer Programming. John Wiley, 1986. |

Prerequisites / Notice | Solid background in linear algebra. |