Fundamentals of Convex Optimization (MA2504)
lecture
lecturer: | Prof. Dr. Peter Gritzmann |
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learning assistant and organization: | Dr. René Brandenberg |
News | Dates of lectures/exercise classes and office hours | Lecture notes | Problem sheets | Exam | Literature | FAQ |
News
- July 14th: If you want to hand in your solutions of Sheet 13, please do until friday this week. We'll try to do corrections until tuesday after and put them in the usual shelves.
- July, 13th: The list of the homework points after corrections of Sheet 11 hangs in the showcase of M9 at the corner before going into the M9 finger 02.04.xxx.
- July, 9th: Sheet 12 is the last that counts for the 80% mark to obtain the homework-bonus. We will hand out a Sheet 13 next week, but if there are homeworks still corrected than on a voluntary basis. We will hang out a list of the homework points made as soon as Shee11 is corrected.
- June,15th: the lecture on friday, 18th must be canceled due to the faculty day.
- May, 26th: Sheet 6 is now online!
- May, 21st: due to the teaching free tuesday next week (may, 26th) and the postponed lectures of that week, also the exercise groups on wednesday (may, 27th) are canceled!
Please submit your solution for exercise sheet 5 until tuesday, june, 2nd (usual time). We will upload a small sheet 6 the next days, which will ot count for the bonus system. Its solution will be given in the next exercise groups. - Mar, 27th: Welcome to the homepage of the course on convex optimization, summer term 2015.
Exam
The exam takes place on 24th of July, 11.00-12.30 in MW 0001. It is a closed book examination.The 2nd exam takes place on 2nd of October, 11.00-12.30 in Interimshörsaal 1. It is a closed book examination again. Because we were frequently asked we attached some exams of the previous years. Be aware that the courses may differ from year to year and therefore the things to be able to do in the exam may differ.
Dates of lectures/exercise classes and office hours
Type | Day | Time | Room | Teacher/Tutor | Language | Comment |
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Lecture 1 | Monday | 16:00 - 17:30 | MI HS 1 | Gritzmann | english | see TUMonline or the attached pdf for details of the schedule |
Lecture 2 | Thursday | 14.15 - 15:45 | MI HS 3 | Gritzmann | english | see TUMonline or the attached pdf for details of the schedule |
Lecture 3 | Friday | 14:00 - 15:30 | MI HS 1 | Gritzmann | english | see TUMonline or the attached pdf for details of the schedule |
Exercise class 1 | Tuesday | 08:10 - 09:55 | 02:04:011 | Brandenberg | german | |
Exercise class 2 | Tuesday | 10:15 - 12:00 | 02:08:011 | Gonzáles | english | |
Exercise class 3 | Tuesday | 10:15 - 12:00 | 02:04:011 | Brandenberg | german | |
Exercise class 4 | Wednesday | 10:05 - 11:50 | 02:08:011 | Brandenberg | german | |
Exercise class 5 | Wednesday | 12:15 - 14:00 | 02:04:011 | Gonzáles | canceled from July, 1st | |
Exercise class 6 | Wednesday | 8:15 - 10:00 | 02:08:020 | Niels | german |
Office hours
Person | Office hours (during semester) |
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Prof. Dr. Peter Gritzmann | Thursdays 14-15 and by appointment |
Dr. René Brandenberg | on appointment |
Bernardo Gonzáles Merino |
Lecture notes
- Lecture of April 13th, 2015
- Lecture of April 16th, 2015
- Lecture of April 23rd, 2015
- Lecture of April 24rd, 2015
- Lecture of April 27th, 2015
- Lecture of May 4th, 2015
- Lecture of May 7th, 2015
- Lecture of May 11th, 2015
- Lecture of May 15th, 2015
- Lecture of May 18th, 2015
- Lecture of May 21st, 2015
- Lecture of June 1st, 2015
- Lecture of June 8th, 2015
- Lecture of June 11th, 2015
- Lecture of June 12th, 2015
- Lecture of June 15th, 2015
- Lecture of June 18th, 2015
- Lecture of June 22nd, 2015
- Lecture of June 25th, 2015
- Lecture of June 26th, 2015
- Lecture of July 6th, 2015
- Lecture of July 9th, 2015
- Lecture of July 10th, 2015
- Lecture of July 16th, 2015
- Lecture of July 17th, 2015
Problem sheets
Problem sheets | Solution outlines | Supplementary sheets (voluntary) | Comments |
---|---|---|---|
Sheet 01 | Solution outlines 01 | ||
Sheet 02 | Solution outlines 02 | Supplementary sheet 02 | |
Sheet 03 | Solution outlines 03 | ||
Sheet 04 | Solution outlines 04 | Supplementary sheet 04 | |
Sheet 05 | Solution outlines 05 | solution updated, small errors in 5.1e and 5.2a corrected | |
Sheet 06 | Solution outlines 06 | Supplementary sheet 06 | no submission |
Sheet 07 | Solution outlines 07 | hint added for exercise 7.1 | |
Sheet 08 | Solution outlines 08 | added in 8.1 that F should be a proper face | |
Sheet 09 | Solution outlines 09 | Supplementary sheet 09 | |
Sheet 10 | Solution outlines 10 | ||
Sheet 11 | Solution outlines 11 | ||
Sheet 12 | Solution outlines 12 | Supplementary sheet 12 | |
Sheet 13 | Solution outlines 13 | submission until friday on voluntary base, we'll try to correct it until tuesday after |
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
- 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
- P. Gritzmann: Grundlagen der mathematischen Optimierung, Springer, 2013
- 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
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!
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.
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.