Event

Parametric optimization deals with the influence of parameters on the solution of optimization problems. In optimization practice, such investigations play a fundamental role in order to be able to assess the quality of a numerically obtained solution or to make quantitative statements about its parameter dependence. Furthermore, a number of parametric optimization methods exist, and parametric problems occur in applications such as game theory, geometric optimization problems, and robust optimization. The lecture gives a mathematically sound introduction to these topics and is structured as follows:

• Introductory examples and terminology
• Sensitivity
• Stability and regularity conditions
• Applications: semi-infinite optimization and Nash games

Remark:

Prior to the attendance of this lecture, it is strongly recommend to acquire basic knowledge on optimization problems in one of the lectures "Global Optimization I and II" and "Nonlinear Optimization I and II".

Learning objectives:

The student

• knows and understands the fundamentals of parametric optimization,
• is able to choose, design and apply modern techniques of parametric optimization in practice.