Technische Universität München, Department of Mathematics
Lecture
Nonlinear Optimization: Advanced
Winter Term 2021/2022
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
The lectures are held on Mondays. The schedule is available
here.
The exercise classes are offered biweekly. The schedule is available
here.
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
- Johannes Milz is responsible for the exercises. In case of questions or suggestions, please feel free to contact Johannes Milz.
- 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 the lecture via TUMOnline. If you are experiencing any problems with accessing moodle, please contact Johannes Milz.
Literature
- M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser, Basel, 2012.
- C. Geiger, C. Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben, Springer, Berlin, 1999.
- C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer, Berlin, 2002.
- J. Nocedal, S. J. Wright: Numerical Optimization, Springer, New York, NY, 2006.
- F. Jarre, J. Stoer: Optimization, Springer, Berlin, 2004.
