Nonlinear Optimization: Advanced [MA 3503]

General Information

Content
The description of the module "Nonlinear Optimization: Advanced" (MA 3503) can be found here.

Organization
Lectures: Prof. Dr. Michael Ulbrich,
Room 03.08.057, E-Mail: mulbrichematma.tum.de
Prof. Dr. Boris Vexler,
Room 03.06.054, E-Mail: vexlerematma.tum.de
Organization of Exercises: Dr. Constantin Christof,
Room 03.06.057, E-Mail: christofematma.tum.de
M.Sc. Johannes Milz,
Room 03.08.061, E-Mail: milzematma.tum.de
Exercises: Dr. Constantin Christof, Dr. Dominik Hafemeyer, and M.Sc. Johannes Milz

Dates
Lecture: Tuesday, 10:15-11:45, held via zoom, starting on November 3, 2020
Exercises: Group 1: Tuesday, 12:15-13:45, german, Constantin Christof
Group 2: Tuesday, 14:15-15:45, german, Constantin Christof
Group 3: Wednesday, 10:15-11:45, english, Johannes Milz
Group 4: Wednesday, 14:15-15:45, english, Johannes Milz
Group 5: Thursday, 14:15-15:45, german, Dominik Hafemeyer

Format of the Exercises and the Lecture
  • Due to the ongoing pandemic both the lectures and the exercises for this course will be held online. For the zoom links etc., see the moodle page of the course.
  • The lecture is held weekly and starts on November 3, 2020.
  • The exercises are held bi-weekly and start in the second week of the winter term (i.e., in the week November 9, 2020, to November 15, 2020) .
  • The registration for the exercise classes starts on November 3, 2020, 00:00, and lasts until November 6, 2020, 23:59. Please register via tumonline.
  • Lecture Notes
    Lecture notes etc. will be made available via the moodle page of the course.

    Exercise Sheets
    Exercise sheets will be made available via the moodle page of the course.

    Exam
    Information about the exam will be made available here and on the moodle page of the course once available.
    Script
  • The lecture will be loosely based on the book "M. Ulbrich, S. Ulbrich: Nichtlineare Optimierung, Birkhäuser Verlag, 2012. ISBN 978-3-0346-0142-9." Students of TUM can access this book via this link.
  • Further Literature
  • C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002
  • C. Geiger, C. Kanzow: Numerische Verfahren zur Lösung unrestringierter Optimierungsaufgaben, Springer, 1999.
  • J. Nocedal, S. J. Wright: Numerical Optimization, Springer, 2006.
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