Fundamentals of Convex Optimization (MA2504)

### lecture

lecturer: | Prof. Dr. Peter Gritzmann |
---|---|

learning assistant and organization: | Dr. René Brandenberg |

News | Dates of lectures/exercise classes and office hours | Lecture notes | Problem sheets | Exam | Literature | FAQ |

# News

- Jul, 24th: The exam takes place completely in MW 2001. Please, noboby should go to MI HS1.
- Jul, 22nd: The Multiple Choice sheet is relaunched.
- Jul, 20th: The online version of the Multiple Choice sheet had an error, so we removed it. We hope we can repair it until monday noon. So far you may use the downloadable pdf-version.
- Jul, 15th: In den Ferien wird es ein Computerpraktikum zur Linearen Optimierung geben, in dem die Theorie aus der Vorlesung praktisch anhand von Programmieraufgaben angewendet wird.
- Jun, 3rd: Lectures on June 7th and 10th are
**canceled**. - May, 27th: Because of the extremly low attendance,
**Exercise-class 8**was**canceled**for the rest of the semester. - Apr, 29th: Because of the public holiday on wednesday, there will be replacement groups tomorrow, tuesday 30th, 10.15-12.00 am in 02.06.020 and on thursday 2nd, 4.00-5.45 p, in 02.06.020. Please mind the following: Only students registered for group 2 should attend the exercis group at 10.15 am tommorow, all others who want to attend the exercises tomorrow, 10.15 am should go to room 02.06.020. Thanks.
- Apr, 26th: The cover sheet is online now.
- Apr, 18th: The exercise classes of group 3 and 8 on April, 24th are postponed to the 25th, 4-6pm because of the FVV. Anyone who is not able to attend the class on thursday may visit any other class that week. The week after exercise classes of group 3,4,7, and 8 are postponed to the 2nd of May, 4-6pm because of the public holiday on the 1st. Again you may also visit any of the tuesday or friday groups in that week.
- Apr, 8th: First lecture on April, 15th. Exercise classes will start in the second week.

# Dates of lectures/exercise classes and office hours

Type | Day | Time | Room | Teacher/Tutor | Language | Comment |
---|---|---|---|---|---|---|

Lecture 1 | Monday | 12:00 - 14:00 | MI HS 1 | Gritzmann | english | |

Lecture 2 | Friday | 14:00 - 16:00 | MI HS 2 | Gritzmann | english | |

Exercise class 1 | Tuesday | 8:15 - 10:00 | 00:09:022 | Brandenberg | german | |

Exercise class 2 | Tuesday | 10:15 - 12:00 | 02:08:011 | Brandenberg | german | |

Exercise class 3 | Wednesday | 10:15 - 12:00 | 02:09:014 | Huang | german | |

Exercise class 4 | Wednesday | 12:15 - 14:00 | 03:10:011 | Ghiglione | english | |

Exercise class 5 | canceled | |||||

Exercise class 6 | Friday | 12:00 - 13:45 | 03:10:011 | Brandenberg | german | |

Exercise class 7 | Wednesday | 12:15 - 14:00 | MW 0234 | Huang | german | |

Exercise class 8 | canceled |

# Office hours

Person | Office hours (during semester) |
---|---|

Prof. Dr. Peter Gritzmann | Friday, 16-17 h (on all Fridays when there are lectures) or by appointment |

Dr. René Brandenberg | on appointment |

Viviana Ghiglione | Thursday 11:00-12:00 (on 21 Dec. 2017 14:00--16:00 instead) |

Wei Huang | by appointment |

# Lecture notes

- Lecture of April 22nd, 2013
- Lecture of April 26th, 2013
- Lecture of April 29th, 2013
- Lecture of May 3rd, 2013
- Lecture of May 6th, 2013
- Lecture of May 10th, 2013
- Lecture of May 13th, 2013 (due to technical problems, only the first few lines where written on the tablet)
- Lecture of May 17th, 2013
- Lecture of May 24th, 2013
- Lecture of June 3rd, 2013
- Lecture of June 14th, 2013
- Lecture of June 17th, 2013
- Lecture of June 21st, 2013
- Lecture of June 24th, 2013
- Lecture of June 28th, 2013
- Lecture of July 1st, 2013 (includes the slides concerning the running time of the simplex algorithm and complexity of Linear Programming)
- Lecture of July 5th, 2013
- Lecture of July 8th, 2013
- Lecture of July 12th, 2013
- Lecture of July 15th, 2013
- Lecture of July 19th, 2013

# Problem sheets

cover sheet when handing in your homework.

Multiple Choice Sheet (pdf) Multiple Choice Sheet - Solution (pdf)

# Grade boni for homework participation (Notenbonus)

For the continuos 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 your homework points will not be recorded. - If you get the mark "reasonably treated" in at least 80% of your homework, 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!
- Multiple-Choice-sheets are extra sheets and do not count for the homework bonus.
- 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.

# Literature

- P. Gritzmann: Grundlagen der mathematischen Optimierung, Springer, 2013

- 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
- D. Bertsimas, J. N. Tsitsiklis. Introduction to Linear Optimization, Athena Scientific, 1997
- T. Bonnesen, W. Fenchel: Theorie der konvexen Körper (korr. Nachdruck), Springer, 1974
- G. B. Dantzig, M. N. Thapa. Linear Programming 1: Introduction. Springer, 1997
- 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
- J.-B. Hiriart-Urruty, C. Lemarechal. Fundamentals of Convex Analysis. Springer, 2001
- F. Jarre, J. Stoer: Optimierung, Springer, 2004
- M. Minoux: Mathematical Programming: Theory and Algorithms, Wiley, 1986
- C. H. Papadimitriou, K. Steiglitz. Combinatorial Optimization: Algorithms and Complexity. Dover, 1998
- 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
- A. Schrijver. Theory of Linear and Integer Programming. Wiley, 1986 -->
- R. J. Vanderbei. Linear Programming, Foundations and Extensions. Springer, 2008

## FAQ

*How does the allocation of the exercise classes work?*As following:

- The exercises take place almost every week, the exact data can be found under Dates of lectures/exercise classes and office hours.
- The registration into the exersise classes has to be done via TUMonlin. Mind the deadlines given in TUMonline!
- First, there will only be the exersise classes already listet under Dates of lectures/exercise classes and office hours. In each of the classes a given maximum of people can be registered.
- If the number of registrations into one of the groups reaches the limit, we will try to offer an additional class at the same appointed time. If so, we will inform you under News as soon as possible
- 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!

*Will there be a written exam?*Yes. Some information about the exams can be found under this link. We will inform you via this web-page as soon as the schedule of the exam is fixed.

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

*Which additives are allowed to be used during the exam?*None, except writing utensils.

*Am I automatically signed in the repetition exam if I failed the first?*No.

*How does the Homework system works for this exercises?*As following:

- You will get an exercise sheet every week within your exercises class or via this web-page (see Exercise sheets).
- 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.

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