Technische Universität München, Department of Mathematics
Lecture
Nonlinear Optimization: Advanced
Winter Term 2017/18
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
| 2017-10-18 |
From now on, the majority of the news and updates will be posted on moodle. |
| 2017-10-12 |
The schedule for the lecture and the exercise classes has been updated. Note that the lecture starts at 2:00 pm already. |
| 2017-09-29 |
The website of the course is online now. The first lecture takes place on Monday, October 16th. |
Dates
Exceptions: Group 5 has to be moved to
MI 01.09.014 on November 2nd. The same holds for Group 2 on November 15th.
A current version of the schedule of the exercise classes can also be found on TUMonline.
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
- Sebastian Garreis is responsible for the exercises. In case of questions or suggestions, please feel free to contact garreis
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 one of the exercise classes via TUMOnline. If you are experiencing any problems with accessing moodle, please contact garreisma.tum.de.
Exam
| Dates |
| Main exam |
Monday, February 12th, 2018 |
16:00 - 17:00 |
MI HS 1 |
| Resit exam |
Friday, April 6th, 2018 |
09:00 - 10:00 |
Interims HS 2 |
Important information (about the main exam):
- Registration via TUMonline is mandatory for participation in the exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration for the main exam starts on Wednesday, November 15th, 2017, and ends on Monday, January 15th, 2018. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
- In case you have been granted any special regulations for your examination, please make sure to inform us (garreisma.tum.de) right after registration and not later than January 29th, 2018. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
- The dates, times and places regarding the exam and the registration, which are posted above, are preliminary and subject to change. Please consult TUMonline for the official dates.
- All topics covered in the lecture, in the exercise classes or on the exercise sheets are relevant for the exam.
- Each student is allowed to bring one 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 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 identity card) and your student ID. We will check the IDs during the exam.
- On the doors of the examination room a list of matriculation numbers and seat numbers will be posted. Please find your matriculation number 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, smart watches 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.
- Please do not use red or green pens nor a pencil.
Inspection (Klausureinsicht):
- The exam inspection takes place on Wednesday, March 7th, 2018, from 2:00 pm to 3:00 pm in 03.08.011.
- Please bring a photo ID (the student ID 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, which explicitly states your name and date of birth and the name and date of birth 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.
Information about the resit exam:
- Registration via TUMonline is mandatory for participation in the resit exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration for the resit exam starts on Monday, March 5th, 2018, and ends on Monday, March 19th, 2018. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
- In case you have been granted any special regulations for your examination, please make sure to inform us (garreisma.tum.de) right after registration and not later than March 30th, 2018. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
- The dates, times and places regarding the resit exam and the registration, which are posted above, are preliminary and subject to change. Please consult TUMonline for the official dates.
- The rest of the regulations for the resit exam does not differ from the ones for the main exam (see above).
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.
