Fundamentals of Convex Optimization (MA2504)

### lecture

lecturer: | Prof. Dr. Michael Ulbrich |
---|---|

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, 22nd: Exam results given via TUMonline, post-exam review on Monday, 28th, 1pm.
- Jul, 15th: Lecture notes updated.
- Jul, 15th: Solution of the Multiple-Choice sheet 2 uploaded.
- Jul, 13th: Multiple-Choice sheet 2 uploaded.
- Jul, 7th: Lecture notes updated.
- Jul, 3rd: Lecture notes updated.
- Jun, 25th: Solution of the Multiple-Choice sheet 1 uploaded.
- Jun, 5th: Multiple-Choice sheet 1 uploaded.
- May, 29th: Lecture notes updated.
- May, 12th: Lecture notes updated.
- May, 5th: Due to the student plenum (SV) on Tuesday, 6th of May, 10-12 am
**exercise classes of groups 3 and 6**have to be**canceled**on that date. All students of this to groups are allowed to attend any of the other groups this week,**except group 1**. - Apr, 30th: Lecture notes updated.
- Apr, 17th: Before anyone gets bored because of the easter holidays: I put a
**supplementary sheet**for download. Only consider those supplementary sheets, if you are nosy, they are not relevant for the final exam. - Apr, 16th:
**New**lecture**room**on thursdays: MW 1801! - Apr, 15th: Please hand in Sheet 1 until Monday, 28 th of april.
- Apr, 14th: There will be no exercises in the week 21st to 25th of april. Thus sheet 2 start on 28th of april.
- Apr, 3rd: From second week onward all lectures last 100 to 105 minutes (according to the schedule below), compensating lectures which have to be canceled.
- Apr, 2nd: Lecture on Apr, 10th is
**canceled**. - Apr, 2nd: First lecture on April, 7th, starting at
**12.15**. Exercise classes will start in the second week. - Apr, 2nd: Please contact Rene Brandenberg in his office (not via email), if none of the scheduled exercise hours fits with your semester schedule.

# Dates of lectures/exercise classes and office hours

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

Lecture 1 | Monday | 12:10 - 13:50 | MI HS 1 | Ulbrich | english | |

Lecture 2 | Thursday | 12:30 - 14:00 | MW 1801 | Ulbrich | english | |

Exercise class 1 | Monday | 16:00 - 18:00 | 02:04:011 | Ghiglione | english | |

Exercise class 2 | Tuesday | 08:15 - 10:00 | 02:04:011 | Brandenberg | german | |

Exercise class 3 | Tuesday | 10:15 - 12:00 | 02:04:011 | Brandenberg | german | |

Exercise class 4 | Wednesday | 10:15 - 12:00 | 02:04:011 | Brandenberg | german | |

Exercise class 5 | Wednesday | 12:15 - 14:00 | 02:04:011 | Garreis | german | |

Exercise class 6 | Tuesday | 10:15 - 12:00 | 02:08:011 | Klöckner | german | |

Exercise class 7 | Monday | 16:15 - 18:00 | 03:10:011 | Klöckner | german |

# Office hours

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

Prof. Dr. Michael Ulbrich | tba |

Dr. René Brandenberg | on appointment |

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

# Lecture notes

# Problem sheets

cover sheet when handing in your homework.

Multiple Choice Sheet 2(pdf) Multiple Choice Sheet 2 - Solution (pdf)

# 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 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

- 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

- G. B. Dantzig, M. N. Thapa. Linear Programming 1: Introduction. Springer, 1997

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

- J.-B. Hiriart-Urruty, C. Lemarechal. Fundamentals of Convex Analysis. Springer, 2001

- C. H. Papadimitriou, K. Steiglitz. Combinatorial Optimization: Algorithms and Complexity. Dover, 1998
- R. T. Rockafellar. Convex Analysis. Princeton University Press, 1972

- A. Schrijver. Theory of Linear and Integer Programming. Wiley, 1986
- R. J. Vanderbei. Linear Programming, Foundations and Extensions. Springer, 2008

## Exam

The exam takes place on 16th of July, 11.00-12.30 in MW 0001. It is a**closed book examination**.

## 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 TUMonline. Mind the deadlines given in TUMonline!
- First, there will only be the exercise classes already listed under Dates of lectures/exercise classes and office hours. In each of the classes a given maximum number 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. A "how-to" can be downloaded here (pdf)

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

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

*How does the Homework system work for the 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 the end of the semester. Just pick them, if neccesary.