TUM Logo Zentrum Logo
M1

Technische Universität München, Department of Mathematics

Lecture

Nonlinear Optimization: Advanced

Dr. Florian Lindemann

Winter Term 2019/20


Contents - News - Dates - Lecture Notes - Exercises - Exam - References


Contents of the Lecture

This course focuses on constrained optimization. In particular, optimality conditions will be derived and several important classes of numerical methods, such as penalty, barrier, or SQP methods will be investigated and analyzed. Moreover, some specific and recent developments in nonlinear optimization will be presented.

Module number: MA 3503. The module description can be found here.

Prerequisite: MA2503 (Nichtlineare Optimierung: Grundlagen)

News

10-14-19 From now on all information is published on moodle.
09-29-19 The website of the course is online now. The first lecture takes place on Monday, October 14th. The exercises classes start in the second week of the term.

Dates

Lecture
  Monday 14:15 - 15:50 (95 minutes) MI HS 3 Dr. Florian Lindemann    

Exercises (biweekly)
Group 1 Monday 16:00 - 17:30 MI 03.10.011 Johannes Haubner (German) next date: 12-16-19
Group 2 Wednesday 10:15 - 11:45 MI 00.07.014 Johannes Haubner (German) next date: 12-18-19
Group 3 Monday 16:00 - 17:30 MI 03.10.011 Johannes Haubner (English) next date: 01-13-20, 12:15 - 13:45
Group 4 Wednesday 10:15 - 11:45 MI 00.07.014 Johannes Haubner (English) next date: 01-08-20

Book and Lecture Notes

The lecture is based on the book:

M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser Verlag, 2012. ISBN 978-3-0346-0142-9 (in German).

It covers the contents of the lectures Nichtlineare Optimierung: Grundlagen [MA 2503] and Nonlinear Optimization: Advanced [MA 3503] on approximately 150 pages. Students of the TUM have access to a free and full ebook version of the book. Please click the link above and use your TUMonline user name and password for identification. A reference book can be found in the branch library Mathematics&Informatics. Borrowable items can be found in the textbook collection.

Besides, a current version of the lecture notes will be provided on the online learning management system moodle and dynamically updated as the course proceeds.

Exercises

References