Seminar 81-904: Lineare Optimierung über Kegeln, Sommersemester 2002

Seminarvorträge dürfen auf Deutsch oder Englisch gehalten werden.

Leiter: Christoph Helmberg
nächster Termin: [NEW] Mittwoch, 24.4, 14:00-15:15 im Raum 13-305.[NEW]

Kurzbeschreibung

In der klassischen linearen Optimierung wird eine lineare Zielfunktion über dem Kegel der nichtnegativen Vektoren mit linearen Nebenbedingungen optimiert. Ersetzt man den positiven Orthanten durch allgemeinere konvexe Kegel, erhält man wesentlich mächtigere Werkzeuge. Im Seminar sollen aktuelle Arbeiten zu Eigenschaften, Anwendungen, und Verfahren dieser Optimierungsaufgaben gelesen und dargestellt werden.

Voraussetzungen

Optimierung I

Arbeiten

  1. T. Terlaky. An Easy Way to Teach Interior Point Methods
  2. Z.-Q. Luo, J.F. Sturm and S. Zhang. Duality Results for Conic Convex Programming
  3. Erling Andersen , Cees Roos , Tamas Terlaky. On implementing a primal-dual interior-point method for conic quadratic optimization
  4. R.H. Tutuncu , K.C. Toh , M.J. Todd. SDPT3 - a MATLAB software package for semidefinite-quadratic-linear programming, version 3.0
  5. M. Lobo, L. Vandenberghe, S. Boyd, and H. Lebret. Applications of second-order cone programming
  6. Eran Halperin, Uri Zwick. A unified framework for obtaining improved approximation algorithms for maximum graph bisection problems
  7. Uriel Feige and Gideon Schechtman. On the optimality of the random hyperplane rounding technique for MAX CUT
  8. E. Alper Yildirim , Stephen J. Wright. Warm start strategies in interior-point methods for linear programming
  9. Kim-Chuan Toh and Masakazu Kojima. Solving some large scale semidefinite programs via the conjugate residual method, SIAM J. Optimization, 12 (2002), pp. 669--691.
  10. Michal Kocvara , Michael Stingl. PENNON - A Generalized Augmented Lagrangian Method for Semidefinite Programming
  11. Stephen Wright. Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
  12. Miguel F. Anjos , Henry Wolkowicz. Strengthened Semidefinite Relaxations via a Second Lifting for the Max-Cut Problem
  13. Miguel F. Anjos , Henry Wolkowicz. Geometry of Semidefinite Max-Cut Relaxations via Ranks
  14. A. Ben-Tal and A. Nemirovski. Structural design via semidefinite programming, Handbook on Semidefinite Programming, Kluwer, Boston, 443-467.
  15. E. Alper Yildirim , Michael J. Todd. An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs
  16. Samuel Burer , Renato D.C. Monteiro. A Nonlinear Programming Algorithm for Solving Semidefinite Programs via Low-rank Factorization
  17. E De Klerk , D.V. Pasechnik. Products of positive forms, linear matrix inequalities, and Hilbert 17-th problem for ternary forms
  18. K.M. Anstreicher. Improved complexity for maximum volume inscribed ellipsoids
  19. Eran Halperin, Ram Nathaniel, Uri Zwick. Coloring k-colorable graphs using smaller palettes
  20. Mituhiro Fukuda , Masakazu Kojima , Masayuki Shida. Lagrangian dual interior-point methods for semidefinite programs
  21. Margareta Halicka. Analyticity of the central path at the boundary point in semidefinite programming
  22. Kurt Anstreicher. Eigenvalue bounds versus semidefinite relaxations for the quadratic assignment pro blem
  23. Yinyu Ye. Approximating global quadratic optimization with convex quadratic constraints
  24. Henry Wolkowicz. Simple Efficient Solutions for Semidefinite Programming
  25. E. Alper Yildirim. On Sensitivity Analysis in Conic Programming

Arbeiten für Lehramtskandidaten[NEW]

  1. Mikael Prytz, Anders Forsgren. Dimensioning multicast-enabled communications networks
  2. Andreas Eisenblätter, Martin Grötschel, Arie M.C.A. Koster. Frequency Planning and Ramifications of Coloring.
  3. R. Borndörfer, M. Grötschel, F. Klostermeier, and C. Küttner. Telebus Berlin: Vehicle Scheduling in a Dial-a-Ride System, Lecture Notes in Economics and Mathematical Systems, Proc. of the 7th Int. Workshop on Computer-Aided Transit Scheduling (N. Wilson, Hrsg.), Springer, Berlin (1999) 391-422
sowie aus der ersten Liste
  1. T. Terlaky. An Easy Way to Teach Interior Point Methods


Last modified: Thu Oct 17 08:54:19 CEST 2002