Lectures Management of Science 2:
-
Stochastic Processes
- Queueing theory, Simulation of stochastic processes
-
Heuristics
- Problem search methods (A*-Algorithm), local search methods, Simulated Annealing, Genetic Algorithms
-
Nonlinear Optimization
- Unconstrained and constrained nonlinear problems and models, Convex optimization, Karush-Kuhn-Tucker-conditions, lagrangian method
- Quadratic optimization (Wolfe’s Algorithm), approximation methods (Golden Section, Gradient Method),
- Barrier methods, Penalty methods
Exercises of Management Science 2:
- Applying the taught algorithms
- Presenting assignments
- Tutorials
Notice