Vector optimisation (3V, 1T) Dr Mehlitz
Contents
This course examines optimisation problems with vector and set-valued objective functions. In particular, we deal with the following points:
- Efficiency concepts for vector optimisation problems
- Solution methods and optimality conditions for vector optimisation problems
- Linear vector optimisation tasks
- Solution concepts and optimality conditions for set-valued optimisation tasks
Associated module: 12964
Prior knowledge
Basic knowledge of analysis, linear algebra and optimisation (e.g. to the extent of the module Optimisation I).
Exercise sheets and homework
The exercise sheets will be made available here during the semester.
- Exercise 01: Convex sets and functions
- Exercise 02: Separability of convex sets
- Exercise 03: Concepts of efficiency
- Exercise 04: The weighted sum method
- Exercise 05: Bounded and compromise methods
- Exercise 06: Linear vector optimisation
- Exercise 07: Set-valued optimisation
Examination
In order to take a module examination, an oral examination will take place after the lecture period.
Supplementary literature
The following books are a good supplement to the lecture, in particular they also contain many exercises and further material. Within the BTU Cottbus-Senftenberg they are partly available free of charge as e-books (see links) and partly available in the library.