Continuous Optimization (2015)
(3TU/LNMB course, TUD code: WI4 207, UT code: 191581200)

Aim of the course

This course aims to provide a concise introduction into the basics of convex and nonconvex continuous constrained optimization. In particular, conic programming will be treated.
The course starts with an introduction into convex sets and convex functions. Duality in convex optimization is the next topic. We consider Lagrange- and saddle-point duality. Then an introduction into theory and basic algorithms for constrained nonlinear problems is presented. Finally as a special topic, conic optimization problems are studied.



  Coordination:     Georg Still and Peter Dickinson (UT, lecturers),  

Place: University of Utrecht, De Uithof, Minnaert Building (MIN) and others


    Period: September 21-October 12 and October 26 - December 14, 12 lectures on 12 Mondays: !!!
      no lecture on monday, October 19 !!!
      !!! lecture-rooms have changed !! see (google: "onderwijscatalogusuu" under Continuous optimization - rooster)

       September 21    : 11.00-12.45 (in MIN211)
       September 28    : 11.00-12.45 (in Ruppert blauw)
       October 05         : 11.00-12.45 (in MIN211)
       October 12      : 11.00-12.45 (in Ruppert paars)
       October 19          : !!!!!!! the lecture is skipped !!!!!!
       October 26      : 11.00-12.45 (in Ruppert 042)
       November 02      : 11.00-12.45 (in Ruppert 042 )
       November 09    : 11.00-12.45 (in MIN211)
       November 16      : 11.00-12.45 (in MIN211)
       November 23    : 11.00-12.45 (in MIN211)
       November 30      : 11.00-12.45 (in MIN211)
       December 07    : 11.00-12.45 (in Ruppert rood)
       December 14    : 11.00-12.45 (in KBG Pangea (behind Minnaert))


Course material

  • Course syllabus: de Klerk/Roos/Terlaky, "Optimization" (For Chapter 1-4 of the course)
  • Further literature:   U. Faigle, W. Kern and G. Still. Algorithmic Principles of Mathematical Programming. Kluwer, 2002.
                       (for Chapter 5-6 of the course)     (a script with relevant topics will be made downloadable later)   
  • Course schedule:   See above: time and place                  

Downloadable lecture sheets (of the first part of the course, by Georg Still)

All information on the results of the exam and the retake exam are to be found
on Peter Dickinson's site

Downloadable lecture sheets (of second part of the course, by Peter Dickinson)
and test exam 2015

to the site

Test-exam 2014 (with solution of Exercise 4):

  •    Test exam
  •    Solution Test exam, Exercise 4

    Written exam: Monday, January 4, 2016, 10.00-13.00, University of Utrecht (Uithof) in Educatorium, Gammazaal
    (some students have extra time and can start at 9.30)         

    You may expect (around 6) exercises concerning the topics discussed during the lectures (see the lecture-sheets).
    The exercises will be "similar" to the exercises on the sheets (or in the scripts).
    Typical subjects are: convexity, duality, optimality conditions for convex and nonconvex programs, algorithms for nonconvex programs etc.

    Re-examination, written exam: Monday, January 25, 2016, 10.00-13.00, University of Utrecht (Uithof), in Ruppert Blauw



    Tel.:      +31 (0)53-489 3404