TUM Logo Zentrum Logo
M1

Technische Universität München, Department of Mathematics

Lecture

Nonlinear Optimization

(Nonlinear Optimization: Advanced)

Prof. Dr. Michael Ulbrich

Winter Semester 2014/15


Contents - News - Dates - Exam - Lecture Notes - Exercises - 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 e.g. 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.

News

Mar, 4th: The correction of the exam is complete. Further information on the inspection (Klausureinsicht) can be found here.
Feb, 18th: Please note that the official language of the exam will be English. However, we will provide an additional summary of the exam exercises in German at the end of the exam paper. Also, answers will be accepted in German and English.
Feb, 1st: For your preparation for the exam, all four multiple choice tests are now available until April, 10th. Moreover, we will also offer an additional repetition course on February, 12th. Registration is possible on the following website (more information will be provided soon).
Jan, 29th: Solutions for the seventh exercise sheet are available on moodle.
Jan, 29th: The webpage for the course 'case studies in nonlinear optimization' in the next semester can be found here.
Jan, 26th: Lecture Notes have been updated.
Jan, 15th: Solutions for the sixth exercise sheet and the second application sheet are available on moodle.
Jan, 14th: The seventh exercise sheet is online. It will be discussed in the exercises from January, 21th to January, 29th. Moreover, the fourth and last multiple choice test is available on moodle.
Dec, 19th: The sixth exercise sheet is now online. It will be discussed in the exercises from January, 7th to January, 15th. Also, the third multiple choice test is available on moodle.
Dec, 19th: Solutions for the fifth exercise sheet are available on moodle.
Dec, 10th: Lecture Notes have been updated.
Dec, 4th: The second application sheet and the solutions for the fourth exercise sheet are available on moodle.
Dec, 3rd: The fifth exercise sheet is now online. It will be discussed in the exercises from December, 10th to December, 18th.
Nov, 26th: Lecture Notes have been updated. Solutions for the third exercise and the first application sheet are online on moodle. More information on the exam is now available.
Nov, 26th: Due to Dies Academicus, there is no exercise class on Thursday, Dec 4th, 2014. All participants of group 2 may attend one of the other exercise classes instead.
Nov, 26th: As motivation, we will offer an additional repetition course at the end of the lecture phase, if in each multiple choice test at least 55 students have answered half or more of the questions correctly. Currently, we plan four multiple choice tests. More details can be found on moodle.
Nov, 17th: The fourth exercise sheet is now online. It will be discussed in the exercises from November, 26th to December, 3rd. Also, a second multiple choice test is available on moodle.
Nov, 10th: Solutions for the second exercise sheet are available on moodle.
Nov, 5th: Lecture Notes have been updated. The third exercise sheet is now online. It will be discussed in the exercises from November, 12th to November, 20th. Moreover, a first multiple choice test is available on moodle.
Oct, 29th: Lecture Notes have been updated.
Oct, 27th: Solutions for the first exercise sheet are available on moodle. The working language of the exercise classes has been fixed.
Oct, 22th: The second exercise sheet is now online. It will be discussed in the exercises from October, 29th to November, 6th.
Oct, 20th: Lecture Notes have been updated.
Oct, 13th: Lecture Notes have been updated. They can be found online on moodle.
Oct, 8th: The first exercise sheet is now online. It will be discussed in the exercises from October, 15th to October, 23th.
Oct, 7th: Time schedule and room for group 2 have been changed to 10:15 - 11:45 and MI 03.08.011.
Sept, 23th: The first lecture takes place on Monday, October 6th. The exercises will start in the second week. Registration for the exercise classes starts on Friday, October 10th at 16:00.

Dates

Lecture
  Monday 14:15 - 15:45 MI HS 3 Prof. Dr. Michael Ulbrich    

Exercises (biweekly)
Group 1 Thursday (biweekly) 12:15 - 13:45 02.08.011 Andre Milzarek next date: - - - (German)
Group 2 Thursday (biweekly) 10:15 - 11:45 03.08.011 Andre Milzarek next date: - - - (German)
Group 3 Wednesday (biweekly) 12:15 - 13:45 03.10.011 Sebastian Garreis next date: - - - (German)
Group 4 Wednesday (biweekly) 12:15 - 13:45 03.10.011 Sebastian Garreis next date: - - - (English)
Group 5 Friday (biweekly) 12:15 - 13:45 02.08.011 Andre Milzarek next date: - - - (German)

Exam

Dates
Main exam Friday, February 20th, 2015 11:00 - 12:00 MI HS 1
Resit exam Friday, April 10th, 2015 11:00 - 12:00 Interim HS 2

Important information:

Inspection (Klausureinsicht):

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 MA 2503 and MA 3503 on approximately 150 pages. Students of the TUM have access to a free and full ebook version of the book. Please click on 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.

Also, a current version of the Lecture Notes will be provided on the online learning management system moodle and dynamically updated as the course evolves.

Exercises

7th sheet sheet_07.pdf.
6th sheet sheet_06.pdf.
5th sheet sheet_05.pdf.
4th sheet sheet_04.pdf.
3rd sheet sheet_03.pdf.
2nd sheet sheet_02.pdf.
1st sheet sheet_01.pdf.

References