Information about the lecture

Official course description

Lecturer

The lecture is held by Markus Grasmair, room 1052 SB2; markus.grasmair@ntnu.no.

Time and place

  • Office hours: Tuesdays, 14:00-15:00, room 1052, 10th floor, SB2.

The first lecture will be held on Monday, 8th of January.

Exercise sessions

Teaching Assistant: Daniel Rolandsgard Kjellevold.

The exercises will be published here.

When and where:

  • Tuesday, 16:15-17:00, lecture hall B1 (Berg).

The first exercise session will be held on Tuesday, 16th of January.

Question sessions for the project

Student Assistant: Tobias Müller

See the project page for an overview of the sessions.

Textbook

The textbook used in the course is J. Nocedal and S. Wright: Numerical Optimization, 2nd Edition. Springer, 2006, (Errata).
This book is available in electronic form at Springerlink.

Lecture notes

I will publish lecture notes during the term. Here are last year's versions of these notes:

  • Note on unconstrained optimisation (last updated on February 29, 2024).
  • Note on convergence of backtracking.
  • Note on optimisation with convex constraints.
  • Note on multicriteria optimisation (last updated on March 25, 2024).
  • Note on Lagrangian duality (last updated on April 17, 2024).

Exam

  • 08th of May 2024, 15:00-19:00.
  • Permitted aids are given by code C:
    • Approved calculator.
    • A print-out of the following formula sheet: Formula sheet (updated on May 02). The same formula sheet will be attached to the exam.
      Please let me know if you find errors on this formula sheet.
      If you bring a physical copy of the formula sheet to the exam, you are not allowed to write anything on it, though you may mark parts with a highlighter.
2025-04-22, Markus Grasmair