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Technische Universität München, Department of Mathematics

Lecture

Nonlinear Optimization: Advanced

Prof. Dr. Michael Ulbrich

Winter Term 2021/2022


Contents - News - Dates - Lecture Notes - Exercises - Literature


Contents

Contents: Examples of nonlinear optimization problems in practice, selected advanced topics in unconstrained optimization, constrained optimization (detailed development of optimality theory, development and analysis of important classes of numerical methods such as sequential quadratic programming, barrier methods, and interior point algorithms), selected further topics (e.g., robust optimization, cone-constrained optimization).

Module number is MA 3503. The module description can be found here.

News

October 8, 2021 The Moodle page for the course will be online soon.
October 8, 2021 The module number is MA 3503. Please register for the lecture via TUMOnline.
October 8, 2021 The first lecture takes place on Monday, October 18 (see below for further information). The exercises classes start in the second week of the term.

Dates

Lecture (weekly)

The lectures are held on Mondays. The schedule is available here.

  Monday 12:15 - 13:45 (90 minutes) 003, Hörsaal 2, "Interims II" (5416.01.003) Prof. Dr. Michael Ulbrich    

Exercises (biweekly)

The exercise classes are offered biweekly. The schedule is available here.

Group 1 Monday 14:15 - 15:45 00.09.022, Übungsraum (5609.EG.022) Johannes Milz (German)  
Group 2 Tuesday 10:15 - 11:45 02.08.011, Seminarraum (M2/M3) (5608.02.011) Johannes Milz (German)  
Group 3 Monday 14:15 - 15:45 00.09.022, Übungsraum (5609.EG.022) Johannes Milz (English)  
Group 4 Tuesday 10:15 - 11:45 02.08.011, Seminarraum (M2/M3) (5608.02.011) Johannes Milz (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).

Lecture notes will be provided on the online learning management system moodle.

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.

Exercises

Literature