TMA4180 Optimization Theory, Spring 2015

The course description can be found here.


11.06.2015 I hope you did well at the exam last Saturday. Here is the exam text and possible solutions.
18.05.2015 There will be a question session on Monday, June 1, 09:00-11:00 in lecture hall F4. Please bring questions!
08.04.2015 This is just a reminder that the deadline of the project is next week on Friday. Please send the project (report + code) to Torbjørn when it is finished. Also, I want to remind you again that you should write your candidate number for this course (not the student number and never your name) on the project. You can find your candidate number in studentweb.
18.03.2015 There will be a meeting of the reference group on Friday, March 20, after the lecture. I will end the lecture about 15 minutes earlier to give you some time for discussing the course with the members of the reference group. Else, if you do have anything that should be addressed by the reference group, you can also write an e-mail to one of the members (AG,Rosalia,Sindre).
26.02.2015 Here is the semester project. By now you should be able to solve the tasks in the theoretical analysis (although they can partly be somehow challenging). We have not yet discussed the Augmented Lagrangian method, which you should implement, but we will do so during the next weeks. Alternatively, you can also look it up in Nocedal & Wright. The deadline for handing in the project is April 17, at 16:00.
The exercise sessions from week 11 onwards will be devoted to the project and I will not hand out any new exercise sheets until after easter (next week, however, is an ordinary exercise session).
Concerning the implementation, you are basically free to use any common programming language you like, but in the tutorial sessions, we will only provide help with Matlab (and if possible Python).
Please let me know as soon as possible if anything is unclear in the project description or if you find any errors.
24.02.2015 Later this week, I will publish the semester project, which will deal with the theoretical and numerical analysis of a particular constrained optimization problem. The deadline for handing in the project will be in the middle of April (after hopefully all students will have returned from South Korea).
You can either work on the project alone or in pairs. If (and only if) you are looking for a project partner, please write me an e-mail before March 06. I will collect all the names and then randomly divide them into pairs.
12.02.2015 Torbjørn has reminded me that the BFGS method requires the implementation of a Wolfe line search, which is far from trivial (in contrast to the backtracking) that was required in earlier exercises. The updated 5th exercise sheet now contains some information about how this line search could be implemented.
22.01.2015 The second exercise sheet and the solutions to the first one are now online.
In one of the new exercises, you are asked to implement Newton's method with backtracking. Use for this any programming or script language you feel comfortable with. In the exercise sessions, however, help will only be provided for Matlab.
16.01.2015 Time and place for the exercise sessions has changed! Starting with next week, they will take place on Tuesdays, 10:15-11:00, in room R73.
05.01.2015 Welcome to Optimization Theory. The lecture will start on Thursday, January 8.
2015-06-11, Markus Grasmair