Fundamentals of Convex Optimization
This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.
Module version of WS 2011/2
There are historic module descriptions of this module. A module description is valid until replaced by a newer one.
Whether the module’s courses are offered during a specific semester is listed in the section Courses, Learning and Teaching Methods and Literature below.
|available module versions|
|WS 2020/1||SS 2020||WS 2018/9||WS 2011/2||SS 2011|
MA2504 is a semester module in English language at Master’s level which is offered in summer semester.
This module description is valid from SS 2011 to SS 2018.
|Total workload||Contact hours||Credits (ECTS)|
|270 h||90 h||9 CP|
Content, Learning Outcome and Preconditions
Helpful: MA2501 Algorithmic Discrete Mathematics, MA2503 Introduction to Nonlinear Optimization
Courses, Learning and Teaching Methods and Literature
Courses and Schedule
|VO||4||Fundamentals of Convex Optimization [MA2504]||Brandenberg, R.||
Mon, 16:00–18:00, virtuell
Tue, 12:00–14:00, virtuell
|UE||2||Fundamentals of Convex Optimization (Exercise Session) [MA2504]||Brandenberg, R.||dates in groups||
Learning and Teaching Methods
D. P. Bertsekas, A. Nedic, A. E. Ozdaglar. Convex Analysis and Optimization, Athena Scientific, 2003.
D. Bertsimas, J. N. Tsitsiklis. Introduction to Linear Optimization, Athena Scientific, 1997.
G. B. Dantzig, M. N. Thapa. Linear Programming 1: Introduction. Springer, 1997.
J.-B. Hiriart-Urruty, C. Lemarechal. Fundamentals of Convex Analysis, Springer, 2001.
C. H. Papadimitriou, K. Steiglitz. Combinatorial Optimization: Algorithms and Complexity. Dover, 1998.
R. T. Rockafellar. Convex Analysis, Princeton University Press, 1970.
A. Schrijver. Theory of Linear and Integer Programming. Wiley, 1986.
R. J. Vanderbei. Linear Programming, Foundations and Extensions, Springer, 2008.
Description of exams and course work
The exam may be repeated at the end of the semester.