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, 4.11.2021 | Dimo Brockhoff | Introduction to (Continuous) Optimization | slides |
| Thu, 18.11.2021 | Anne Auger | Continuous Optimization I: differentiability, gradients, convexity, optimality conditions | slides |
| Thu, 25.11.2021 | Anne Auger | Continuous Optimization II: constrained optimization, Lagrangian relaxation, gradient-based algorithms, stochastic gradient | slides |
| Thu, 2.12.2021 | Anne Auger | Continuous Optimization III: stochastic algorithms, derivative-free optimization | lecture cancelled |
| Thu, 9.12.2021 | Dimo Brockhoff | Discrete Optimization: greedy algorithms, branch&bound, dynamic programming | slides |
| Thu, 16.12.2021 | Dimo Brockhoff | Final Exam |