Nonlinear Optimization (6 ECTS)

Lecturer: Dr. Andreas Sommer


Lectures / Exercise Classes

  • Tuesday, 10:15 – 11:45 h, A5,6 C 014
  • Wednesday, 08:30 – 10:00 h, A5,6 C 015



Thursday, 6 June, 08:30 – 10:00 h, A5 B 144   (1st)
Tuesday, 27 August, 14:00 – 15:30 h, A5 B 244   (2nd)
Two sheets of DIN A4 paper with handwritten notes are permitted as an aid for the exam. The sheets must be handwritten. Printed or copied sheets are not allowed.

Post-exam review (Klausureinsicht)
The date for the post-exam review is on Friday, 5 July 2019, 18.00–19.00, B6 26, Room C306


Exercise Sheets and Selected Solutions


Lecture notes



  • J. Nocedal and S. J. Wright, Numerical Optimization, Springer, Berlin, 1999.
  • D. Bertsekas, Nonlinear Programming, Athena Scientific Publisher, Belmont, Massachusetts, 1995.
  • A. R. Conn, N. I. M. Gould, P. L. Toint, Trust-Region Methods, SIAM, Philadelphia, 2000.
  • J. E. Dennis, R. B. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, SIAM Philadelphia, 1996.
  • R. Fletcher, Practical Methods of Optimization, Wiley \& Sons Publisher, New York, 1980.
  • C. T. Kelley, Iterative Methods for Optimization, Frontiers in Applied Mathematics, SIAM, Philadelphia,
  • C. Geiger, C. Kanzow, Numerische Verfahren zur Loesung unrestringierter Optimierungsaufgaben,
    Springer-Verlag, Berlin, 1999.
  • F. Jarre, J. Stoer: Optimierung, Springer Verlag.
  • M. Ulbrich, S. Ulbrich, Nichtlineare Optimierung, Birkhäuser, 2012.


Matlab Tutorials


Matlab Student Licenses

Matlab licenses are available for all students of the University of Mannheim free of charge.
Alternatively, the partially compatible open source alternative GNU Octave can be used.