Theory, Numerical Methods and Applications
At the Chair of Mathematical Optimization we develop tailored optimality conditions for different types of Optimization problems with disjunctive constraints as well as for nonconvex Nash equilibrium problems. We use the optimality conditions to develop specialized solutions algorithms, which we test on applications such as truss optimization, portfolio optimization, computation offloading or the European gas market.
The mathematical foundations for these topics are covered in the lectures offered at the chair and interested students can participate in the research e.g. through Bachelor or Master theses.