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 e.g. 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.

News

Mar, 4th:	The correction of the exam is complete. Further information on the inspection (Klausureinsicht) can be found here.
Feb, 18th:	Please note that the official language of the exam will be English. However, we will provide an additional summary of the exam exercises in German at the end of the exam paper. Also, answers will be accepted in German and English.
Feb, 1st:	For your preparation for the exam, all four multiple choice tests are now available until April, 10th. Moreover, we will also offer an additional repetition course on February, 12th. Registration is possible on the following website (more information will be provided soon).
Jan, 29th:	Solutions for the seventh exercise sheet are available on moodle.
Jan, 29th:	The webpage for the course 'case studies in nonlinear optimization' in the next semester can be found here.
Jan, 26th:	Lecture Notes have been updated.
Jan, 15th:	Solutions for the sixth exercise sheet and the second application sheet are available on moodle.
Jan, 14th:	The seventh exercise sheet is online. It will be discussed in the exercises from January, 21th to January, 29th. Moreover, the fourth and last multiple choice test is available on moodle.
Dec, 19th:	The sixth exercise sheet is now online. It will be discussed in the exercises from January, 7th to January, 15th. Also, the third multiple choice test is available on moodle.
Dec, 19th:	Solutions for the fifth exercise sheet are available on moodle.
Dec, 10th:	Lecture Notes have been updated.
Dec, 4th:	The second application sheet and the solutions for the fourth exercise sheet are available on moodle.
Dec, 3rd:	The fifth exercise sheet is now online. It will be discussed in the exercises from December, 10th to December, 18th.
Nov, 26th:	Lecture Notes have been updated. Solutions for the third exercise and the first application sheet are online on moodle. More information on the exam is now available.
Nov, 26th:	Due to Dies Academicus, there is no exercise class on Thursday, Dec 4th, 2014. All participants of group 2 may attend one of the other exercise classes instead.
Nov, 26th:	As motivation, we will offer an additional repetition course at the end of the lecture phase, if in each multiple choice test at least 55 students have answered half or more of the questions correctly. Currently, we plan four multiple choice tests. More details can be found on moodle.
Nov, 17th:	The fourth exercise sheet is now online. It will be discussed in the exercises from November, 26th to December, 3rd. Also, a second multiple choice test is available on moodle.
Nov, 10th:	Solutions for the second exercise sheet are available on moodle.
Nov, 5th:	Lecture Notes have been updated. The third exercise sheet is now online. It will be discussed in the exercises from November, 12th to November, 20th. Moreover, a first multiple choice test is available on moodle.
Oct, 29th:	Lecture Notes have been updated.
Oct, 27th:	Solutions for the first exercise sheet are available on moodle. The working language of the exercise classes has been fixed.
Oct, 22th:	The second exercise sheet is now online. It will be discussed in the exercises from October, 29th to November, 6th.
Oct, 20th:	Lecture Notes have been updated.
Oct, 13th:	Lecture Notes have been updated. They can be found online on moodle.
Oct, 8th:	The first exercise sheet is now online. It will be discussed in the exercises from October, 15th to October, 23th.
Oct, 7th:	Time schedule and room for group 2 have been changed to 10:15 - 11:45 and MI 03.08.011.
Sept, 23th:	The first lecture takes place on Monday, October 6th. The exercises will start in the second week. Registration for the exercise classes starts on Friday, October 10th at 16:00.

Dates

Lecture
	Monday	14:15 - 15:45	MI HS 3	Prof. Dr. Michael Ulbrich

Exercises (biweekly)
Group 1	Thursday (biweekly)	12:15 - 13:45	02.08.011	Andre Milzarek	next date: - - -	(German)
Group 2	Thursday (biweekly)	10:15 - 11:45	03.08.011	Andre Milzarek	next date: - - -	(German)
Group 3	Wednesday (biweekly)	12:15 - 13:45	03.10.011	Sebastian Garreis	next date: - - -	(German)
Group 4	Wednesday (biweekly)	12:15 - 13:45	03.10.011	Sebastian Garreis	next date: - - -	(English)
Group 5	Friday (biweekly)	12:15 - 13:45	02.08.011	Andre Milzarek	next date: - - -	(German)

Exam

Dates
Main exam	Friday, February 20th, 2015	11:00 - 12:00	MI HS 1
Resit exam	Friday, April 10th, 2015	11:00 - 12:00	Interim HS 2

Important information:

All topics covered in either the lecture or the exercise classes are relevant for the exam.
Each student is allowed to bring a 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 do not use red or green pens nor a pencil.
Registration via TUMonline is mandatory for participation in the exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration started on Monday, November 10th, 2014 and ends on January 10th, 2015. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
The dates and times for the exam posted above are preliminary and subject to change. Please consult TUMonline for the official dates.
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 drivers license) and your student ID. We will check the IDs during the exam.
In case you have been granted any special regulations for your examination, please make sure to inform us (milzarekma.tum.de) right after registration and no later than January 17th, 2015. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
On the doors of the examination room a list of names and seat numbers will be posted. Please find your name 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 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.

Inspection (Klausureinsicht):

You can inspect your graded exams on Friday, March 6th at 10:30 in room MI 02.08.011. Please bring a photo ID (the Student-Card 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, that explicitly states your name and the name 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.

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 MA 2503 and MA 3503 on approximately 150 pages. Students of the TUM have access to a free and full ebook version of the book. Please click on 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.

Also, a current version of the Lecture Notes will be provided on the online learning management system moodle and dynamically updated as the course evolves.

Exercises

Andre Milzarek is responsible for the exercises. In case of questions or suggestions, please feel encouraged to contact milzarekma.tum.de.
The exercises take place biweekly.
For participation in the exercise classes, registration on TUMonline is mandatory. Registration starts on Friday, October 10th at 16:00.
Solution sketches of the problems that could not be discussed in the exercise classes will be provided on moodle.
Additional material and multiple choice tests will be provided on moodle. 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 milzarekma.tum.de.
Exercise sheets:

7th sheet	sheet_07.pdf.
6th sheet	sheet_06.pdf.
5th sheet	sheet_05.pdf.
4th sheet	sheet_04.pdf.
3rd sheet	sheet_03.pdf.
2nd sheet	sheet_02.pdf.
1st sheet	sheet_01.pdf.

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.