# Fundamentals of Convex Optimization (MA2504)

lecture

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

Tutorial management: | M.Sc. Fabian Klemm |

Exercises: | Dipl.-Math. Viviana Ghiglione, M.Sc. Fabian Klemm |

Moodle Page | TUMonline | TUMonline Exercise Classes | FAQ |

# News

- Aug 1st: The post-exam review takes place on August 10, 1-2 pm in room 02.06.020
- April 12th: Registration for exercise classes starts at 18:30 today! The particular lecture dates as well as the first lecture's notes have been published in Moodle!
- March 15th: Registration for this course is possible via TUMonline. The course's materials will be provided in Moodle, which you have access to after registration for the course in TUMonline. Registration for the exercise classes starts in the first lecture week. Note that dates may still change!
- Feb 05th: More information soon!

# Lectures

Due to conflicting schedules as well as national holidays, the lecture will take place three times a week with some breaks. The particular dates can be found in the course's moodle page (here).Type | Day | Time | Room | Lecturer | Language |
---|---|---|---|---|---|

Lecture 1 | Monday | 16:15 - 17:45 | MI HS 1 | Gritzmann | English |

Lecture 2 | Thursday | 08:20 - 09:50 | MI HS 3 | Gritzmann | English |

Lecture 3 | Friday | 14:00 - 15:30 | MI HS 1 | Gritzmann | English |

# 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.**

Type | Day | Time | Room | Lecturer | Language |
---|---|---|---|---|---|

Group 1 | Tuesday | 10:15 - 12:00 | 02.04.011 | Klemm | German |

Group 3 | Wednesday | 08:15 - 10:00 | 02.04.011 | Klemm | tba |

Group 4 | Wednesday | 10:15 - 12:00 | 02.04.011 | Klemm | tba |

Group 5 | Wednesday | 12:15 - 14:00 | 02.04.011 | Ghiglione | English |

Group 6 | Tuesday | 08:15 - 10:00 | 02.04.011 | Ghiglione | English |

Group 2 | Tuesday | 10:15 - 12:00 | 02.08.011 | Ghiglione | English |

# Lecture materials / Exercise Sheets

**Note that all materials will be distributed via the course's moodle page. In order to gain access you have to register for this course in TUMonline.**

# 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 the homework exercises, 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.

# 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 |

M.Sc. Fabian Klemm | by appointment |

Dipl.-Math Viviana Ghiglione | 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

*How does the allocation of the exercise classes work?*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!

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

*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 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 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.

*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.