# 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 |

**update**(15th of june) of the complete list of the scheduled lecture dates:

# 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 |

# 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

- 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

*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?*One handwritten DIN A4 sheet of paper with your own notes of the course and writing utensils - nothing else.

*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.