TUM Logo Zentrum Logo

Technische Universität München, Department of Mathematics


Nonlinear Optimization: Advanced

Dr. Florian Lindemann

Winter Term 2019/20

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)


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.


  Monday 14:15 - 15:50 (95 minutes) MI HS 3 Dr. Florian Lindemann    

Exercises (biweekly)
Group 1 Monday 16:00 - 17:30 MI 03.10.011 Johannes Haubner (German)  
Group 2 Wednesday 10:15 - 11:45 MI 00.07.014 Johannes Haubner (German)  
Group 3 Monday 16:00 - 17:30 MI 03.10.011 Johannes Haubner (English)  
Group 4 Wednesday 10:15 - 11:45 MI 00.07.014 Johannes Haubner (English)  

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.