Linear and 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 2018/9
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 is included in the following catalogues within the study programs in physics.
- Catalogue of non-physics elective courses
|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
Bachelor 2019: MA0001 Analysis 1, MA0002 Analysis 2, MA0004 Lineare Algebra und Diskrete Strukturen 1, MA0005 Lineare Algebra 2 und Diskrete Strukturen
Courses, Learning and Teaching Methods and Literature
Courses and Schedule
|VO||4||Fundamentals of Convex Optimization||
Assistants: Klemm, F.
Fri, 14:00–15:30, MI HS1
Mon, 16:15–17:45, MI HS1
Thu, 08:15–09:45, MI HS3
|UE||2||Fundamentals of Convex Optimization (Exercise Session)||Gritzmann, P. Klemm, F.||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.