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Technische Universität München, Department of Mathematics


Nonlinear Optimization: Advanced

Prof. Dr. Michael Ulbrich

Winter Term 2017/18

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)


2017-10-18 From now on, the majority of the news and updates will be posted on moodle.
2017-10-12 The schedule for the lecture and the exercise classes has been updated. Note that the lecture starts at 2:00 pm already.
2017-09-29 The website of the course is online now. The first lecture takes place on Monday, October 16th. The exercises classes start in the second week of the term.


  Monday 14:00 - 15:30 MI HS 3 Prof. Dr. Michael Ulbrich    

Exercises (biweekly)
Group 1 Wednesday 10:15 - 11:45 MI 01.11.018 Sebastian Garreis (German) next dates: 17.01., 31.01.
Group 2 Wednesday 10:15 - 11:45 MI 01.11.018 Sebastian Garreis (English) next dates: 24.01., 07.02.
Group 3 Wednesday 14:15 - 15:45 MI 01.09.014 Sebastian Garreis (German) next dates: 17.01., 31.01.
Group 4 Thursday 10:15 - 11:45 MI 00.13.054 Sebastian Garreis (German) next dates: 18.01., 01.02.
Group 5 Thursday 10:15 - 11:45 MI 00.13.054 Sebastian Garreis (English) next dates: 25.01., 08.02.

Exceptions: Group 5 has to be moved to MI 01.09.014 on November 2nd. The same holds for Group 2 on November 15th.

A current version of the schedule of the exercise classes can also be found on TUMonline.

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.



Main exam Monday, February 12th, 2018 16:00 - 17:00 MI HS 1
Resit exam Friday, April 6th, 2018 09:00 - 10:00 Interims HS 2

Important information (about the main exam):

Inspection (Klausureinsicht):