Nonlinear Optimization: Advanced [ MA 3503 ]

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.
A description of the module (MA 3503) can be found here.
Lecture: Prof. Dr. Boris Vexler, Room 03.06.035, E-Mail:
Exercises: Dr. Konstantin Pieper, Raum 03.06.020, E-Mail:
Tutorials: Dr. Konstantin Pieper, Raum 03.06.020, E-Mail:
Lucas Bonifacius, M.Sc., Raum 03.06.020 , E-Mail:
Correction of exercises: Daniel Walter, B. Sc, E-Mail:
Lecture: Mo 14:00 - 16:00, MI HS3 00.06.011
Tutorials: upcoming dates: ---
Group 1: Wednesday 10:15-11:45, Room 01.09.014, Tutor Konstantin Pieper
Group 2: Thursday 8:30-10:00, Room 02.07.023, Tutor Lucas Bonifacius
Group 3: Thursday 14:15-15:45, Room 02.08.020, Tutor Lucas Bonifacius
Group 4: Friday 14:15-15:45, Room 03.06.011, Tutor Konstantin Pieper
2016-04-12 The review of the repetition exam (Klausureinsicht) will be on Friday, Apr. 15, 10:00 to 11:00 in room 03.06.011. Please make sure to bring an ID.
2016-02-17 The review of the exam (Klausureinsicht) will be on Wednesday, Feb. 24, 14:00 to 15:00 in room 03.06.011. Please make sure to bring an ID.
2016-02-16 For students interested in further studies in the area of nonlinear optimization, we refer to the Case Studies in Nonlinear Optimization next semester and the computer course (Rechnerpraktikum zur nichtlinearen Optimierung) in March.
2016-01-08 You can register for the exam (Erstversuch) on TUMonline until Jan. 15. Further information on the exam can be found below.
2015-12-08 Beginning today, additional multiple choice exercises will be made available on moodle.
2015-11-24 The tutorials from Dec. 3 (dies academicus) will be held on Dec. 10 (same time and rooms).
2015-10-13 You should register for the tutorials on TUMonline. Registration starts on Thursday, October 15th at 18:00.
2015-10-12 The first exercise sheet has been uploaded.
Tutorials and exercises
  • Konstantin Pieper is responsible for the exercises. In case of questions or suggestions, please feel encouraged to contact
  • You can register for the tutorials on TUMonline.
  • There are four groups. The tutorials are held biweekly beginning in the week of October 19. The dates can be found above.
  • Beginnig from October 12. we will upload a new exercise sheet every second week.
  • The results of the exercises are discussed in the tutorials.
  • Additionally, you can voluntarily submit your solutions for correction in the tutorials, in the week where this sheet is discussed. Please note a name and group number on the first page.
The first exam will take place on 09.02.2016 from 10:30 to 11:30 in the lecture hall MI HS1 00.02.001. The repetition exam will take place on 07.04.2016, form 9:00 to 10:00 in the room MW 2050 2050@5510. The language of the exam will be English (the questions will be asked in English, it is allowed to write the answer in German). You may bring one sheet of A4 size paper with hand-written/printed notes (two-sided), but no other resources such as phones, calculators, books, etc. Make sure to bring your national ID card/passport and student ID card. Please note the registration deadlines on TUMonline.
Lecture notes
The lecture will closely follow the book: M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser Verlag, 2012. ISBN 978-3-0346-0142-9. As a student at Technische Universität Munich you can access the full text online.
  • W. Alt: Nichtlineare Optimierung, Vieweg, 2002.
  • 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.
Notices concerning the programming exercises
You should use the software MATLAB for the programming exercises, which is already installed on the computers provided by the university. Students of Mathematical or Computer Sciences are also eligible for a version that can be installed on private computers. Information can be found on the page of the RBG.
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