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Technische Universität München, Zentrum Mathematik

Hauptseminar

Recent Advances in Nonlinear Optimization

Prof. Dr. Michael Ulbrich

Fabian Schaipp, M.Sc.

Wintersemester 2020/2021


Content of the seminar - Announcements - Registration


Content of the seminar

The seminar addresses recent advances in Nonlinear Optimization and also serves as a preparation for a Bachelor's or Master's thesis in this field. The seminar covers recent advances in the following fields: Recent advances in optimization theory and methods, especially also in data science and machine learning; novel applications in technology, engineering, natural sciences, AI, etc.

Deutsche Version: Dieses Seminar widmet sich aktuellen Entwicklungen der Nichtlinearen Optimierung und bereitet zudem auf eine Bachelor- oder Masterarbeit in diesem Gebiet vor. In den Vorträgen werden insbesondere aktuelle Themen aus folgenden Bereichen der nichtlinearen Optimierung behandelt: neue Entwicklungen in Theorie und Methoden der Optimierung, speziell auch in den Bereichen Data Science und Machine Learning; innovative Anwendungen in Technik, Natur- und Wirtschaftswissenschaften, KI, etc.

Date   Title
10.12.20   Shape optimization using the method of mappings
10.12.20   Existence and Optimality Conditions for Risk-Averse PDE Constrained Optimization
17.12.20   Nonconvex optimization for machine learning: how to avoid saddle points
17.12.20   Gossip algorithms for distributed learning
07.01.21   BFGS method for problems with errors
07.01.21   Derivative-free optimization with direct search methods
14.01.21   Augmented Lagrangian methods
14.01.21   Projection-free algorithms with applications in machine learning
21.01.21   A majorization-minimization method for large-scale learning problems
21.01.21   A trust-region method for Nash equilibrium problems
28.01.21   Optimization problems with complementarity constraints
28.01.21   Polynomial optimization and sums of squares
04.02.21   Gradient sampling algorithm for nonsmooth optimization on manifolds
04.02.21   Stochastic first-order methods with random projections

Announcements

05.11.2020 A schedule of the talks is posted above. All talks will be held in English. The talks will take place from 2pm to 4pm.
14.10.2020 A preliminary meeting will take place in the first week of the semester.

Registration

Recommended prerequisites for the seminar:

For Bachelor students: Nichtlineare Optimierung: Grundlagen (MA2503); beneficial: (parallel visit of) Lineare und konvexe Optimierung (MA2504) or Nonlinear Optimization: Advanced (MA3503).

For Master students: Nichtlineare Optimierung: Grundlagen (MA2503), Nonlinear Optimization: Advanced (MA3503); beneficial: Lineare und konvexe Optimierung (MA2504)

Registration for the seminar was possible on TUMonline. More information on the registration process can be found on http://www.ma.tum.de/Studium/HauptSeminareMaster.