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

Sebastian Garreis is responsible for the organization of the tutorials and the problem sheets. In case of questions or suggestions, please feel free to contact garreisma.tum.de.
The tutorials take place biweekly.
For participation in the tutorials registration on TUMonline is required.
The tutorials will consist of a repetition of important concepts from the lecture and a discussion of exercises from the current problem sheet. As indicated in the time table, some groups have their focus on independent group work, others on a plenary discussion. The problems not discussed in class are considered homework.
The exercise sheets, solution sketches and additional material will be provided on moodle. It is highly recommended to solve the problems on your own before taking a look at the solution.
Some multiple choice tests will be available on moodle as well. The tests are intended to repeat important concepts and topics and to supplement the exercises.
In order to access moodle you will need your TUMonline user name and password. Please note that a successful registration also requires you to sign up for one of the exercise classes via TUMOnline. If you are experiencing any problems with accessing moodle, please contact garreisma.tum.de.

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):

Registration via TUMonline is mandatory for participation in the exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration for the main exam starts on Monday, November 19th, 2018, and ends on Tuesday, January 15th, 2019. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
In case you have been granted any special regulations for your examination, please make sure to inform us (garreisma.tum.de) right after registration and not later than January 30th, 2018. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
The dates, times and places regarding the exam and the registration, which are posted above, are preliminary and subject to change. Please consult TUMonline for the official dates.

All topics covered in the lecture, in the exercise classes or on the exercise sheets (including implementation exercises) are relevant for the exam.
Each student is allowed to bring one self-made and handwritten sheet of A4 paper (with arbitrary notes on both sides of it) for his/her personal use in the exam. Copies and any form of text that is created or generated by software, computer programs or other tools are not allowed.

The duration of the exam is 60 minutes. Additionally, before the beginning of the examination, each student will be given 5 minutes to read the exam paper. In this period, writing is not allowed.
Please make sure to be in the examination room at least 10-15 minutes prior to the scheduled starting time.
Bring a photo ID (passport or identity card) and your student ID. We will check the IDs during the exam.
On the doors of the examination room a list of matriculation numbers and seat numbers will be posted. Please find your matriculation number and locate the correct seat in the examination room. Please keep the empty rows free of luggage and other obstacles.
Be sure to switch off any mobile phones, calculators, tablet computers, smart watches and other electronic gear and store it out of sight in your bags. Handling any kind of electronic device, whether switched on or not, will be considered an attempt at cheating.
Please do not use red or green pens nor a pencil.

Inspection (Klausureinsicht):

The exam inspection takes place on Friday, March 8th, 2019, from 11:00 am to 12:00 pm in 03.08.011.
Please bring a photo ID (the student ID is not sufficient).
If you cannot come yourself, you can authorize a representative to inspect the exam for you and (if necessary) demand a revision of the grading on your behalf. To do this, please issue a written authorization, which explicitly states your name and date of birth and the name and date of birth of the authorized person, and sign it. The authorized person will have to present a photo ID.
Applications for revised grading (Zweitkorrektur) are only possible during the inspection.

Information about the resit exam:

Registration via TUMonline is mandatory for participation in the resit exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration for the resit exam starts on Monday, March 18th, 2018, and ends on Monday, April 1st, 2019. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
In case you have been granted any special regulations for your examination, please make sure to inform us (garreisma.tum.de) right after registration and not later than April 10th, 2019. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
The dates, times and places regarding the resit exam and the registration, which are posted above, are preliminary and subject to change. Please consult TUMonline for the official dates.
The rest of the regulations for the resit exam does not differ from the ones for the main exam (see above).
The exam inspection takes place on Monday, April 29th, 2019, from 2:00 pm to 2:30 pm in 03.08.022. The regulations are the same as above. The inspection is organized by Johannes Milz.

References

M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser, 2012.
C. Geiger, C. Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben, Springer, 1999.
C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002.
J. Nocedal, S. J. Wright: Numerical Optimization, Springer, 2006.