Technische Universität München, Department of Mathematics
Lecture
Nonlinear Optimization: Advanced
Winter Term 2019/20
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
| 03-12-20 |
Due to the orders concerning COVID-19, the resit exam "Nonlinear Optimization: Advanced" on April 16th, 2020 is cancelled. For more information, see also: https://www.tum.de/die-tum/aktuelles/coronavirus/ . When, and in what form, cancelled examinations at TUM will be made up for cannot be foreseen at this point in time. |
| 10-14-19 |
From now on all information is published on moodle. |
| 09-29-19 |
The website of the course is online now. The first lecture takes place on Monday, October 14th. The exercises classes start in the second week of the term. |
Dates
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.
Exercises
- Johannes Haubner is responsible for the exercises. In case of questions or suggestions, please feel free to contact johannes.haubner
ma.tum.de.
- The exercises take place biweekly.
- For participation in the exercise classes registration on TUMonline is required.
- The exercise classes will consist of a repetition of important concepts from the lecture, a discussion of exercises from the previous exercise sheet and group work on problems of the current sheet. It can be beneficial to take a look at the new exercise sheet in advance. Further, we encourage you to work on the problems which you did not finish in the exercise class since the repetition will be based on your questions.
- 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 the lecture via TUMOnline. If you are experiencing any problems with accessing moodle, please contact johannes.haubnerma.tum.de.
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.
