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Technische Universität München, Department of Mathematics

Lecture

Nonlinear Optimization: Advanced

Prof. Dr. Michael Ulbrich

Winter Term 2018/19


Contents - News - Dates - Lecture Notes - Tutorials - 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

2018-09-26 The website of the course is online now. The first lecture takes place on Monday, October 15th. The tutorials start in the second week of the term.

Dates

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

Tutorials (biweekly)
Group 1 Monday 16:00 - 17:30 MI 02.08.020 Sebastian Garreis (English, group work) next dates: Dec 3rd, Dec 17th
Group 2 Wednesday 10:15 - 11:45 MI 02.08.020 Sebastian Garreis (German, group work) next dates: Dec 5th, Dec 19th
Group 3 Wednesday 14:15 - 15:45 MI 01.09.014 Sebastian Garreis (German, plenary) next dates: Dec 5th, Dec 19th
Group 4 Wednesday 10:15 - 11:45 MI 02.08.020 Niklas Behringer (English, plenary) next dates: Dec 12th, Jan 9th
Group 5 Wednesday 14:15 - 15:45 MI 01.09.014 Niklas Behringer (English, plenary) next dates: Dec 12th, Jan 9th

Exceptions: Group 4 is moved from October 31st to October 29th, 16:00 - 17:30, in MI 02.08.020. Group 5 is moved from November 28th to November 26th, 16:00 - 17:30, in MI 02.08.020.

This schedule is preliminary and subject to changes. A current version of the schedule of the tutorials 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.

Tutorials

Exam

Dates
Main exam Wednesday, February 13th, 2019 15:30 - 16:30 MI HS 1
Resit exam Wednesday, April 17th, 2019 17:00 - 18:00 Interims HS 2

The exam dates, times and places posted above are preliminary. Please consult TUMonline for the official dates.

Important information (about the main exam):

Inspection (Klausureinsicht):

Information about the resit exam:

References