Universität Heidel­berg
Fakultät für Mathematik und Informatik

Institut fur Anfewandte Mathematik

Linear Optimization
WS 2017/2018
Prof. Dr. Ekaterina Kostina

Lecture: Tuesday    11:15-12:45 h, INF 205, SR B
  Thursday   11:15-12:45 h, INF 205. SR B
Tutorials: Thursday   14:15-15:45 h, INF 205, SR Statistik 2/104
  Thursday   16:15-17:45 h, INF 205, SR Statistik 2/104
  Friday       14:15-15:45 h, INF 205, SR 6
Contact: Hilke Stibbe


Thursday   15.02.2018, 15:00 h, INF 205, SR A+B

2nd Exam:

Tuesday    10.04.2016, 14:00 h, INF 205, SR C


The time of the second exam has changed! It will start at 2pm s.t.!
The post-exam review takes place on Wednesday Feb. 21st, 10-11am in 1.414.
The results of the exam can be found on MÜsli.

Exercises and additional material:
You can find all documents here.
The new exercises can be downloaded here every Tuesday. There will be no exercises sheets handed out in the lectures. Please remember to download and solve the new exercises every week.

Recommendable books
  • J. Nocedal, S.J. Wright: "Numerical Optimization", Springer Verlag, 1999
  • V. Chvatal: "Linear Programming", Freeman, 1983
  • D. Luenberger: "Linear & Nonlinear Programming", 1989
  • C. Geiger, C. Kanzow: "Theorie und Numerik restringierter Optimierungsaufgaben", Springer Verlag, 2002

A summary of the most important Matlab-commands can for example be found in the internet as Quickguide from the Instituts für Astronomische und Physikalische Geodäsie of the TU München.
Please note, that Matlab can not be downloaded for free. A free student licence for Matlab is offered by the URZ. You can find more information here. An alternative to Matlab is the Opensource program Octave, which is already included in most of the Linux distributions.

Please note:
Requirement for taking the exam is the achievement of 50% of the points from the theoretical exercises as well as 50% of the points of the practical exercises. You are allowed to work in groups of two (within one tutorial). Please use this possibility on behalf of your tutor!