Here is the overview of the topics, covered in the lecture. With each lecture, we will provide all lecture materials, in particular the slides, here on a timely basis.
Date | Lecturer | Topic | |
---|---|---|---|
Thu, 3.11.2022 | Dimo Brockhoff | Introduction to (Continuous) Optimization | slides |
Thu, 10.11.2022 | Anne Auger | Continuous Optimization I: differentiability, gradients, convexity, optimality conditions | slides notes |
Thu, 17.11.2022 | Anne Auger | Continuous Optimization II: constrained optimization, Lagrangian relaxation, gradient-based algorithms, stochastic gradient | notes |
Thu, 24.11.2022 | Anne Auger | Continuous Optimization III: stochastic algorithms, derivative-free optimization | notes |
Thu, 1.12.2022 | Dimo Brockhoff | Constrained Optimization, Discrete Optimization I: O notation | slides |
Thu, 8.12.2022 | Dimo Brockhoff | Discrete Optimization II: greedy algorithms, dynamic programming, branch&bound | slides |
Thu, 15.12.2022 | Dimo Brockhoff | Final Exam |