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, 7th:	The correction of the exam is complete. Further information on the inspection (Klausureinsicht) can be found here.
Feb, 13th:	For your preparation for the exam, all four multiple choice tests are now available until April, 10th.
Feb, 10th:	Solutions for the seventh exercise sheet are now available on moodle.
Feb, 8th:	Group 5 will take place tomorrow, 10:15 - 11:45, in MI 00.13.054.
Feb, 2nd:	We would like to announce two interesting courses: the Case Studies in Nonlinear Optimization starting next semester and the course Introduction to software tools for nonlinear optimization starting in April. The Case Studies will again offer different, interesting applications and projects. Some of projects are also cooperations with companies like Siemens and Framos. The preliminary meeting for both Case Studies modules (Nonlinear Optimization and Discrete Optimization) takes place on Monday, Feb 6th, 16:15 in MI 03.08.011.
Feb, 1st:	Important news: Due to illness, Group 5 cannot not take place this week. Instead, the course will take place next week on the same time slot. (Details on the room will follow soon).
Jan, 27th:	Solutions for the sixth exercise sheet are now available on moodle. Please note that the room for the exercise class on Thursday midday (Feb, 2nd, Group 5) has been changed due to construction works. The course will now take place in MI 00.13.054.
Jan, 23th:	The seventh exercise sheet is now online. It will be discussed in the exercises from February, 1st to February, 9th.
Jan, 19th:	Solutions for the fifth exercise sheet are now available on moodle.
Jan, 9th:	Lecture notes have been updated. The sixth exercise sheet is now online. It will be discussed in the exercises from January, 18th to January, 26th.
Dec, 20th:	Information and details concerning the exam (times, dates, registration, tools) have been added. Lecture notes have been updated. Solutions for the fourth exercise sheet can be found on moodle.
Dec, 15th:	The first and second multiple choice test are now available on moodle.
Dec, 14th:	The fifth exercise sheet is now online. It will be discussed in the exercises from December, 21th to January, 12th.
Dec, 9th:	Lecture notes have been updated.
Dec, 7th:	Solutions for the third exercise sheet are now available on moodle.
Dec, 1st:	Hints for exercise 4.4 have been updated.
Nov, 28th:	Lecture notes have been updated. The fourth exercise sheet is now online. It will be discussed in the exercises from December, 8th to December, 15th.
Nov, 28th:	Due to Dies Academicus, there is no exercise class on Wednesday, Dec 7th, 2016. All participants of group 2 may attend one of the other exercise classes instead.
Nov, 18th:	Solutions for the second exercise sheet are now available on moodle.
Nov, 14th:	Lecture notes have been updated. The third exercise sheet is now online. It will be discussed in the exercises from November, 23th to December, 1st.
Nov, 4th:	Lecture notes have been updated.
Nov, 3rd:	Solutions for the first exercise sheet are available on moodle.
Oct, 31th:	Due to the "Fachschaftsvollversammlung" (general student meeting), there is no exercise class this Wednesday, Nov 2nd, 2016. Solutions for the (entire) first exercise sheet will be provided on moodle. If you have questions concerning the solutions, please contact Andre Milzarek. Participants of group 1 may also attend the exercise class on Thursday instead.
Oct, 31th:	The second exercise sheet is now online. It will be discussed in the exercises from November, 9th to November, 17th.
Oct, 30th:	Lecture notes have been updated.
Oct, 20th:	The first exercise sheet is now online. It will be discussed in the exercises from October, 26th to November, 3rd.
Oct, 19th:	The working language of the exercise classes has been adjusted. Group 1 and Group 3 (instead of Group 4) will now be held in English. Also, we are offering an additional exercise group on Thursday (details can be found below).
Oct, 11th:	The first lecture takes place on Monday, October 17th. The exercises will start in the second week. Registration for the exercise classes starts on Friday, October 21th at 16:00.

Dates

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

Exercises (biweekly)
Group 1	Wednesday (biweekly)	10:15 - 11:45	03.08.011	Andre Milzarek	next date: - - -	(English)
Group 2	Wednesday (biweekly)	10:15 - 11:45	03.08.011	Andre Milzarek	next date: - - -	(German)
Group 3	Thursday (biweekly)	14:15 - 15:45	03.10.011	Andre Milzarek	next date: - - -	(English)
Group 4	Thursday (biweekly)	14:15 - 15:45	03.10.011	Andre Milzarek	next date: - - -	(German)
Group 5	Thursday (biweekly)	10:15 - 11:45	00.13.054	Andre Milzarek	next date: - - -	(German)

Exam

Dates
Main exam	Friday, February 24th, 2017	16:00 - 17:00	MI HS 1
Resit exam	Monday, April 10th, 2017	11:00 - 12:00	MW 1801

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 Friday, November 11th, 2016 and ends on January 15th, 2017. 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 22th, 2017. 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 10th at 13:00 in room MI 03.08.011. 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 21th 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:

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