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Technische Universität München, Department of Mathematics

Lecture

Nonlinear Optimization

(Nonlinear Optimization: Advanced)

Prof. Dr. Michael Ulbrich

Winter Semester 2016/17


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, 7th: The correction of the exam is complete. Further information on the inspection (Klausureinsicht) can be found here.
Feb, 13th: For your preparation for the exam, all four multiple choice tests are now available until April, 10th.
Feb, 10th: Solutions for the seventh exercise sheet are now available on moodle.
Feb, 8th: Group 5 will take place tomorrow, 10:15 - 11:45, in MI 00.13.054.
Feb, 2nd: We would like to announce two interesting courses: the Case Studies in Nonlinear Optimization starting next semester and the course Introduction to software tools for nonlinear optimization starting in April. The Case Studies will again offer different, interesting applications and projects. Some of projects are also cooperations with companies like Siemens and Framos. The preliminary meeting for both Case Studies modules (Nonlinear Optimization and Discrete Optimization) takes place on Monday, Feb 6th, 16:15 in MI 03.08.011.
Feb, 1st: Important news: Due to illness, Group 5 cannot not take place this week. Instead, the course will take place next week on the same time slot. (Details on the room will follow soon).
Jan, 27th: Solutions for the sixth exercise sheet are now available on moodle. Please note that the room for the exercise class on Thursday midday (Feb, 2nd, Group 5) has been changed due to construction works. The course will now take place in MI 00.13.054.
Jan, 23th: The seventh exercise sheet is now online. It will be discussed in the exercises from February, 1st to February, 9th.
Jan, 19th: Solutions for the fifth exercise sheet are now available on moodle.
Jan, 9th: Lecture notes have been updated. The sixth exercise sheet is now online. It will be discussed in the exercises from January, 18th to January, 26th.
Dec, 20th: Information and details concerning the exam (times, dates, registration, tools) have been added. Lecture notes have been updated. Solutions for the fourth exercise sheet can be found on moodle.
Dec, 15th: The first and second multiple choice test are now available on moodle.
Dec, 14th: The fifth exercise sheet is now online. It will be discussed in the exercises from December, 21th to January, 12th.
Dec, 9th: Lecture notes have been updated.
Dec, 7th: Solutions for the third exercise sheet are now available on moodle.
Dec, 1st: Hints for exercise 4.4 have been updated.
Nov, 28th: Lecture notes have been updated. The fourth exercise sheet is now online. It will be discussed in the exercises from December, 8th to December, 15th.
Nov, 28th: Due to Dies Academicus, there is no exercise class on Wednesday, Dec 7th, 2016. All participants of group 2 may attend one of the other exercise classes instead.
Nov, 18th: Solutions for the second exercise sheet are now available on moodle.
Nov, 14th: Lecture notes have been updated. The third exercise sheet is now online. It will be discussed in the exercises from November, 23th to December, 1st.
Nov, 4th: Lecture notes have been updated.
Nov, 3rd: Solutions for the first exercise sheet are available on moodle.
Oct, 31th: Due to the "Fachschaftsvollversammlung" (general student meeting), there is no exercise class this Wednesday, Nov 2nd, 2016. Solutions for the (entire) first exercise sheet will be provided on moodle. If you have questions concerning the solutions, please contact Andre Milzarek. Participants of group 1 may also attend the exercise class on Thursday instead.
Oct, 31th: The second exercise sheet is now online. It will be discussed in the exercises from November, 9th to November, 17th.
Oct, 30th: Lecture notes have been updated.
Oct, 20th: The first exercise sheet is now online. It will be discussed in the exercises from October, 26th to November, 3rd.
Oct, 19th: The working language of the exercise classes has been adjusted. Group 1 and Group 3 (instead of Group 4) will now be held in English. Also, we are offering an additional exercise group on Thursday (details can be found below).
Oct, 11th: The first lecture takes place on Monday, October 17th. The exercises will start in the second week. Registration for the exercise classes starts on Friday, October 21th at 16:00.

Dates

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

Exercises (biweekly)
Group 1 Wednesday (biweekly) 10:15 - 11:45 03.08.011 Andre Milzarek next date: - - - (English)
Group 2 Wednesday (biweekly) 10:15 - 11:45 03.08.011 Andre Milzarek next date: - - - (German)
Group 3 Thursday (biweekly) 14:15 - 15:45 03.10.011 Andre Milzarek next date: - - - (English)
Group 4 Thursday (biweekly) 14:15 - 15:45 03.10.011 Andre Milzarek next date: - - - (German)
Group 5 Thursday (biweekly) 10:15 - 11:45 00.13.054 Andre Milzarek next date: - - - (German)

Exam

Dates
Main exam Friday, February 24th, 2017 16:00 - 17:00 MI HS 1
Resit exam Monday, April 10th, 2017 11:00 - 12:00 MW 1801

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

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

References