Linear and Convex Optimization (MA2504)

 

Lecturer: Prof. Dr. Peter Gritzmann
Tutorial management:Anja Kirschbaum

 

News

  • Please check the moodle homepage for informations and intructions on how to participate in the exercises!
  • The Moodle homepage of the course is online and while we are currently updating the information, there is already a forum available for general questions.

Materials

Note that all materials will be distributed via the Moodle homepage of the course. In order to gain access you have to register for the lecture in TUMonline.

  • P. Gritzmann: Grundlagen der mathematischen Optimierung, Springer, 2013 (Volltext-Link )
  • A. Barvinok: A course in convexity, American Mathematical Society, Providence, RI, 2002 
  • A. Ben-Tal, A. Nemirowski: Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS-SIAM Series on Optimization 
  • D. P. Bertsekas, A. Nedic, A. E. Ozdaglar. Convex Analysis and Optimization, Athena Scientific, 2003
  • T. Bonnesen, W. Fenchel: Theorie der konvexen Körper (korr. Nachdruck), Springer, 1974 
  • C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002 
  • P.E. Gill, W. Murray, M.H. Wright: Practical Optimization, Academic Press, 1981 
  • B. Grünbaum: Polytopes, Springer, 1993 
  • F. Jarre, J. Stoer: Optimierung, Springer, 2004 
  • M. Minoux: Mathematical Programming: Theory and Algorithms, Wiley, 1986 
  • R. T. Rockafellar. Convex Analysis. Princeton University Press, 1972
  • C.Roos, T. Terlaky, J.P. Vial: Theory and Algorithms for Linear Optimization: An Interior Point Approach, 1997 
  • R. Schneider: Convex Bodies: The Brunn-Minkowski Theory, Cambridge University Press, 1993 
  • R. J. Vanderbei. Linear Programming, Foundations and Extensions. Springer, 2008