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Technical University of Munich, School of Mathematics

Graduate Course

Nonsmooth Optimization [MA5510]

Prof. Dr. Michael Ulbrich

Summer Term 2018


Topics - News - Dates - Exam - Lecture Notes - Tutorials - Literature


Topics

The course covers theory and methods for nonsmooth optimization problems and nonsmooth systems of equations. Nonsmooth structures appear frequently in optimization and often allow to reformulate inequalities equivalently through equations or penalty terms. Nonsmooth regularizers are also highly relevant in data science, mathematical imaging, and related fields since they promote desired features such as sparsity. In class, nonsmooth analysis and selected methods for nonsmooth optimization are discussed. Moreover, examples and applications are provided.

The syllabus is found here.

News

October 8, 2018 You can review your exam of October 8, 2018 next Tuesday (October 16, 2018) from 3:30 p.m. until 4 p.m. in room 03.08.061. Please bring your student ID and a photo ID (e.g. passport). Further information can be found below. If you have any questions, feel free to contact Johannes Milz.
August 9, 2018 You can review your exam on Monday (August 13, 2018) from 11:30 a.m. to noon in room 3.8.22A. Please bring your student ID and a photo ID (e.g. passport). Further information can be found below. If you have any questions, feel free to contact Johannes Milz.
June 20, 2018 We won't be offering tutorials in the first week of July. The next tutorials are in the final week of the lecture period. Times and rooms are indicated below.
June 6, 2018 Information about the exams has been published (see below).
June 6, 2018 Classes already start at 2 p.m. and end at the usual time.
April 17, 2018 The course "Nonsmooth Optimization [MA5510]" can be used to substitute "Modern Methods in Nonlinear Optimization [MA 4503]." Meaning, if you pass the final exam of the course "Nonsmooth Optimization [MA5510]" you can request that your transcript indicates that you have passed "Modern Methods in Nonlinear Optimization [MA 4503]." You can request [MA5510] to count as [MA 4503] by sending an e-mail to master@ma.tum.de. Please provide your student ID number in that e-mail.
April 11, 2018 We have provided details on tutorial sessions (see below). You can sign up for a tutorial group tonight at 7 p.m.
April 9, 2018 The first problem sheet has been uploaded. Dates for tutorial sessions will be announced soon.
March 16, 2018 The first class is held on April 17, 2018. The tutorials start in the second week of the semester as well.

Dates

Lectures
  Tuesday 2 p.m.-3:45 p.m. 00.09.022 Prof. Dr. Michael Ulbrich    

Tutorials
Group 2 Monday 14:15 - 15:45 Room Johannes Milz next session: Date  
Group 1 Wednesday 12:15 - 13:45 Room Johannes Milz next session: Date  

Exams

Schedule

The exam dates, times and places posted below are preliminary and are subject to change. Please consult TUMonline for the official dates.

First exam July 31, 2018 3 p.m. - 4 p.m. MI HS 2
Second exam October 8, 2018 10 a.m. - 11 a.m. MI HS 3

Important information about the first exam:

Inspection for the first exam (Klausureinsicht):

Information about the second exam:

Inspection for the second exam (Klausureinsicht):

Lecture Notes

During the semester, lecture notes will be posted on moodle.

Tutorials and Problem Sheets

Literature