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Fundamentals of Convex Optimization
lecture

Lecturer: Prof. Dr. Peter Gritzmann
Tutorial management: PD Dr. René Brandenberg
Exercises: PD Dr. Andreas Alpers, Fabian Klemm, M.Sc.

Moodle Page TUMonline TUMonline Exercise Classes FAQ

News

  • The homepage is stil in preparation! We will state here when it is ready for the course.

Lectures

Type Day Time Room Lecturer Language
Lecture 1 Monday 17:00 - 18:30 MI HS 1 Gritzmann English
Lecture 2 Wednesday 12:15 - 13:45 MI HS 3 Gritzmann English
Lecture 3 Friday 14:00 - 15:30 MI HS 1 Gritzmann English

Here is an update (15th of june) of the complete list of the scheduled lecture dates: pdf

Exercise Classes

Dates as well as the number of offered exercise classes are preliminary! Registration for exercise classes will be possible in TUMonline in the first week of the semester! Details follow in the first lecture. There will be exercise classes held in English as well as in German. Execise groups start in second week!

Type Day Time Room Lecturer Language Comment
Group 1 Tuesday 08:00 - 09:45 02.04.011 Brandenberg english
Group 2 Tuesday 10:15 - 12:00 02.04.011 Klemm german
Group 3 Tuesday 10:15 - 12:00 03.08.011 Alpers english canceled from 1st of june onward
Group 4 Wednesday 08:15 - 10:00 02.04.011 Brandenberg german
Group 5 Wednesday 10:15 - 12:00 03.06.011 Brandenberg english
Group 6 Friday 08:15 - 10:00 03.06.011 Alpers tba

All groups take 105 minutes, the regular 90 minutes plus an extra 15 minutes for repetition.

Lecture materials / Exercise Sheets

Note that all materials will be distributed via the Moodle homepage of the course. In order to gain access you have to register for the exercise groups of this course in TUMonline.

The exercise class "Bonus without visiting classes" in TUMonline is meant for those who know for sure that they will not attend the classes but want to be able to login into the Moodle homepage of the course, Despite offering the group "Bonus without visiting classes", we strongly recommend visiting both the lecture and the exercise classes in order to be well-prepared for the final exam.

Grade boni for homework participation (Notenbonus)

For the continuous participation in the exercise classes you may achieve a grade bonus in your exam. Modalities are as following:
  • You have to be registered in TUMonline for one of the exercise classes! (See TUMonline for the deadline.) Otherwise you may not participate in the moodle test and your homework points will not be recorded.
  • If you
    • get the mark "reasonably treated" in at least 75% of the homework exercises and
    • obtain at least 60% of the maximal points available in the offered moodle tests

you obtain a bonus of one degree step for a passed exam, i.e. for example a 1.7 becomes a 1.3, a 2.3 becomes a 2.0, and a 3.0 becomes a 2.7.
  • A handed in solution of a homework problem gets the mark "reasonably treated", if the corrector may observe that you well treated the problem from a mathematical point of view. It is not necessary that this treatment leads to a correct solution!
  • Exam grades, which do not suffice to pass the exam without bonus (4.3,4.7,5.0) cannot be improved from a homework bonus. The same is true for a grade of 1.0 in the exam.
  • Any obtained homework bonus is valid for both exams belonging to the course in the semester it is obtained in, but cannot be kept for the same course in later semesters.

Office hours

Person Office hours (during semester)
Prof. Dr. Peter Gritzmann Thursdays 14-15 and by appointment
PD Dr. René Brandenberg by appointment
Fabian Klemm, M.Sc. by appointment

Literature

  • P. Gritzmann: Grundlagen der mathematischen Optimierung, Springer, 2013 (Volltext-Link )
  • A. Barvinok: A course in convexity, American Mathematical Society, Providence, RI, 2002
  • A. Ben-Tal, A. Nemirowski: Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS-SIAM Series on Optimization
  • D. P. Bertsekas, A. Nedic, A. E. Ozdaglar. Convex Analysis and Optimization, Athena Scientific, 2003
  • T. Bonnesen, W. Fenchel: Theorie der konvexen Körper (korr. Nachdruck), Springer, 1974
  • C. Geiger, C. Kanzow: Theorie und Numerik restringierter Optimierungsaufgaben, Springer, 2002
  • P.E. Gill, W. Murray, M.H. Wright: Practical Optimization, Academic Press, 1981
  • B. Grünbaum: Polytopes, Springer, 1993
  • F. Jarre, J. Stoer: Optimierung, Springer, 2004
  • M. Minoux: Mathematical Programming: Theory and Algorithms, Wiley, 1986
  • R. T. Rockafellar. Convex Analysis. Princeton University Press, 1972
  • C.Roos, T. Terlaky, J.P. Vial: Theory and Algorithms for Linear Optimization: An Interior Point Approach, 1997
  • R. Schneider: Convex Bodies: The Brunn-Minkowski Theory, Cambridge University Press, 1993
  • R. J. Vanderbei. Linear Programming, Foundations and Extensions. Springer, 2008



FAQ

question How does the allocation of the exercise classes work?
info As following:
  • The exercises take place almost every week, the exact data can be found in TUMonline.
  • The registration into the exersise classes has to be done via TUMonline. Mind the deadlines given in TUMonline!
  • In each of the classes a given maximum number of people can be registered.
  • As long as the registration is open and there are remaining places, you can subscribe and unsubscribe into the groups as you want.
  • Multiple subscriptions are not allowed!

question Will there be a written exam?
info Yes. Some information about the exams can be found under this link. Date, time and room can be looked up in TUMOnline.

question Do I have to register for the exam?
info Yes, you have to register via TUM-Online.

question Which additives are allowed to be used during the exam?
info One handwritten DIN A4 sheet of paper with your own notes of the course and writing utensils - nothing else.

question Am I automatically signed up for the repetition exam if I failed the first one?
info No. You have to sign up again.

question How does the Homework system work for the exercises?
info As following:
  • You will get an exercise sheet every week in Moodle.
  • Within the classes the exercises should be discussed within groups to get first drafts of ideas for solutions.
  • At home you should carefully write down full solutions in teams of 2 to 3 students.
  • The handing-in deadline can be found at the bottom of the exercise sheet.
  • After finishing your homework you drop it in the letter box in the basement of the MI-building, marked with the name of the course.
  • Please, write your full name and the number of your exercise class on your homework.
  • The corrected homework will be returned to you in the exercise class after the next.

question What happens if I did not pick my homework in the exercise class?
info Non-picked homework will be stored in the shelves at the entrance of the M9-finger till the end of the semester. Just pick them, if neccesary.

Research Unit M9


Department of Mathematics
Boltzmannstraße 3
85748 Garching b. München
Germany
phone:+49 89 289-16858
fax:+49 089 289-16859
sekretariat-m9ma.tum.de

Professors

Prof. Dr. Peter Gritzmann
Applied Geometry and Discrete Mathematics

Prof. Dr. Andreas S. Schulz
Mathematics of Operations Research
(affiliated member of M9)

Prof. Dr. Stefan Weltge
Discrete Mathematics

News

April 2018
Case Studies 2018: Save the date: Case Studies poster presentation on May 25th, 2018, final workshop on July 7th, 2018.