Topics

This course develops optimization theory and methods in the framework of Banach spaces. This provides an important foundation for many optimization problems of practical interest. Important classes of problems that naturally live in infinite-dimensional Banach spaces include optimal control with ordinary or partial differential equations, inverse problems, and also problems in mathematical imaging. Studying optimization in an infinite-dimensional setting also provides much finer information about the correct choice of norms than this is apparent in finite dimensions. In particular, these insights are crucial for achieving mesh-independent (i.e., dimension-independent) performance of optimization methods.

Module number: MA4503. The description of the module can be found here.

Prerequisites: MA2503 (Nichtlineare Optimierung: Grundlagen), MA3503 (Nonlinear Optimization: Advanced), recommended: MA3001 (Functional Analysis)

News

April 2, 2019	The first class is held on April 29, 2019. The tutorials start in the second week of the semester as well.

Dates

Vorlesung
	Monday,	12:15 - 13:45	MI HS 2	Prof. Dr. Michael Ulbrich

Tutorials (biweekly)
Group 1	Monday,	14:15 - 15:45	02.08.020	Johannes Haubner
Group 2	Tuesday,	10:15 - 11:45	02.08.011	Johannes Haubner

Tutorials

Graduate Teaching Assistant for the class is Johannes Haubner. He is responsible for the tutorials and problem sheets. If you have any questions, feel free to contact Johannes Haubner.

Material

During the semester exercise sheets and other material will be available on moodle.

Exam

Dates
Main exam	Wednesday, July 31st, 2019	08:30 - 09:30	Interims HS 2
Resit exam	Wednesday, October 2nd, 2019	10:30 - 11:30	MI HS 3

The exam dates, times and places posted above are preliminary. Please consult TUMonline for the official dates.

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)!
In case you have been granted any special regulations for your examination, please make sure to inform us (johannes.haubnerma.tum.de) right after registration and not later than July 21st, 2019. 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 Friday, August 2nd, 2019, from 11:30 am to 12:00 pm in 03.08.022.
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.

Literature

M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich, Optimization with PDE Constraints, Springer, 2009.
M. Ulbrich, Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems, SIAM, 2011.
D. G. Luenberger, Optimization by Vector Space Methods, Wiley, 1969.