This year, the courses are divided in two parts:
First Part: Numerical Analysis
- Dr. Christian Schröder (TU Berlin), October 7-10 and 14 and 17:
"Numerical Linear Algebra"
- Prof. Günter Bärwolff (TU Berlin, October 7-10 and 15,16):
"Mathematical Models with pde's -Numerical Solution"
- Dr. Antoine Laurain (TU Berlin, October 11, 14-17):
"Nonlinear Programming/Optimization"
Second Part: Optimization, October 21-25
- Dr. Matthias Miltenberger and Dr. Gerald Gamrath (Zuse Institute Berlin/ZIB, October 21-25):
“Linear Programming and Mixed Integer Programming: real world problems via the SCIP Optimization Suite”
- SCIP is one of the strongest computer programs for optimization
Plan:
- Lectures 8:30-10:00 and 14:00-15:30 each day October 7-11 and 14-17 and 21-25
- Exercises etc. 10:30-12:00 and 16:00-17:30 each day October 7-11 and 14-17 and 21-25
There are preparation courses for the first part in the weeks September 24 – October 4, 2013.
First Part - October 7-18
Lecturers (6 lectures each):
Prof. Günter Bärwolff (TU Berlin, Germany)
Dr. Christian Schröder (TU Berlin, Germany)
Dr. Antoine Laurain (TU Berlin, Germany)
TU Berlin, Fak. II
Inst.f.Math., Sekr. 4-5
10623 Berlin, Str.d.17. Juni 136
+49 (30) 31425749
This email address is being protected from spambots. You need JavaScript enabled to view it.
www.math.tu-berlin.de/~baerwolf
Lecturers (to be confirmed):
October 7:Bärwolff| Schröder
October 8:Schröder| Bärwolff
October 9:Schröder| Bärwolff
October 10:Bärwolff| Schröder
October 11:Laurain| Laurain
WEEKEND
WEEKEND
October 14:Laurain| Schröder
October 15:Bärwolff| Laurain
October 16:Bärwolff| Laurain
October 17:Schröder| Laurain
October 18:Writing Examination | Final Discussion
Initial Reading/Preparation Suggestions:
Golub/Ortega:
Scientific Computing and Differential Equations: An Introduction to Numerical Methods
Golub/van Loan:
Matrix Computations
Trefethen/Bau:
Numerical Linear Algebra
Grossmann/Roos/Stynes:
Numerical Treatment of Partial Differtial Equations
Troeltzsch:
Optimal Control of Partial Differential Equations - Theory, Methods and Applications
Dr. Christian Schröder (TU Berlin)
October 7-10 and 14 and 17
"Numerical Linear Algebra"
Linear Equation Systems "Ax = b"
Matrix Decompositions - LU- and Cholesky-Decomposition
Sparse Systems
Iterative Solution Methods
Krylov-Space-Methods - CG- and GMRES-Methods
Prof. Günter Bärwolff (TU Berlin)
October 7-10 and 15,16
"Mathematical Models with pde's -Numerical Solution"
Basics of Vector Calculus
Balance Priciples, Divergence theorem
Heatconduction/Diffusion equation
- in solids
- in fluids
Initial Boundary Value Problems (ibvp)/Boundary Value Problems (bvp)
Numerical Solution Methods - Finite Difference Methods/Finite Volume Methods
Properties of Occuring Matrices
Consistency, Stability and Convergence
Weak Solutions of bvp/Finite Element Method
Dr. Antoine Laurain (TU Berlin)
October 11, 14-17
"Optimization with pde's"
Introduction into Functional Calculus - Hilbert/Sobolev-Spaces
Variational Formulation of bvp
Optimization Problems with bvp as state equation
Boundary/Volume control
Evaluation of necessary optimal condition by a Karush-Kuhn-Tucker System
Second Part - October 21-25
Lecturers (5 lectures each):
Matthias Miltenberger and Gerald Gamrath (Zuse Institute Berlin/ZIB)
Zuse Institute Berlin
Takustr. 7, 14195 Berlin
www.zib.de/miltenberger
This email address is being protected from spambots. You need JavaScript enabled to view it.
+49 (30) 841 85-245
Monday October 21:
- Lecture 1: Introduction, ZIB, Optimization in general, SCIP Optimization Suite, schedule for the week, applications
- Lecture 2: LP: polyhedral theory, duality theory, simplex and interior point algorithm,
- Exercise: SCIP Optimization Suite (introduction and installation)
Tuesday October 22:
- Lecture 1: LP continued
- Lecture 2: MIP: branch-and-bound
- Exercise: (mathematical) modeling of a combinatorial optimization problem ZIMPL introduction and examples (Sudoku, etc.)
Wednesday October 23:
- Lecture 1: MIP: cuts
- Lecture 2: MIP: heuristics and other techniques
- Exercise: programming exercise TSP
Thursday October 24:
- Lecture 1,2: beyond MIP (SAT, CP, CIP, MINLP, NLP), conflict analysis, domain propagation, spatial branching
- Exercise: programming exercise CP, CIP
Friday October 25:
- Lecture 1: MIP: branch-and -price, Dantzig-Wolfe decomposition
- Lecture 2: real world examples and applications (traffic, telecommunications, gas transport, supply chain)
- Final Exams
For more information please contact:
Trung tâm đào tạo sau đại học, Tel: 37560940, email:
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Website: http://vie.math.ac.vn/learning/
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