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Technische Universität München, Department of Mathematics

MA3503

Nonlinear Optimization: Advanced

Prof. Dr. Michael Ulbrich, Prof. Dr. Boris Vexler

Winter Term 20/21


Contents - News - Dates - Lecture Notes - Exercises - Exam - References


Contents of the course

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.

The module description can be found here.

Prerequisite: MA2503 (Nichtlineare Optimierung: Grundlagen)

News

October 15, 2020 The lectures and the tutorials will be held online.

Dates

Lecture

  Tuesday 10:15-11:45 Online: Videokonferenz / Zoom, starts on November 3, 2020

Exercises (biweekly)

Group 1 Tuesday 12:15-13:45 Online: Videokonferenz / Zoom Constantin Christof (German)  
Group 2 Tuesday 14:15-15:45 Online: Videokonferenz / Zoom Constantin Christof (German)  
Group 3 Wednesday 10:15-11:45 Online: Videokonferenz / Zoom Johannes Milz (English)  
Group 4 Wednesday 14:15-15:45 Online: Videokonferenz / Zoom Johannes Milz (English)  
Group 5 Thursday 14:15-15:45 Online: Videokonferenz / Zoom Dominik Hafemeyer (German)  

Lecture Notes

Lecture notes will be made available via the Moodle page of the course, which will be online soon.

Script

The lecture will be loosely based on the book

M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser, Basel, 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.

Exercises

Exam

Information about the exam will be made available here and on the Moodle page of the course.

References