Numerical Optimization with Differential Equations (WS 22/23)

Here you find information about the course on Numerical Optimization with Differential Equations in the winter term 2022/23.

2023-03-23

1. General Information
2. Exercises
3. Lecture
4. Tutorial
5. Final Exam
6. Lecture Notes, Literature and Other Materials

General Information

Organizers

• Prof. Dr. Ekaterina A. Kostina
• Ihno Schrot

Please contact Ihno Schrot if you have questions regarding this course.

Tutor

• Laura Femmer

Lecture and Tutorial Dates

Lectures

• Mondays, 11:15 - 12:45
• Thursdays, 11:15 - 12:45

Tutorial

• Tuesdays, 16:15 - 17:45

Lecture and Tutorial Room

SR B in INF 205 (Mathematikon)

We meet in person.

Level

Bachelor and Master

Language

English

Requirements

You should have attended at least the following courses:

• Analysis 1, 2
• Linear Algebra 1
• Nonlinear Optimization

Additionally, having attended the following courses is beneficial but not necessary:

• Numerics of ODEs

We will have programming exercises that have to be solved in Python, so it is beneficial if you have some experience with Python already, but we keep the exercises beginner-friendly, so that it is no problem if you have not used Python before.

You can of course still join the course if you are missing one of these requirements, but we recommend that you acquire the missing knowledge in parallel then.

Registration

To participate in the course, please register for the course on MÜSLI.

Exercises

Sheets

Sheet	Deadline	Solutions	Comments
Python tutorial	None	None	python_for_node python_tut_cebulla
Sheet 01	November 11th, 2022	Theor. Exe. 01 Prog. Exe. 01	Solutions updated on November 14th.
Sheet 02	November 25th, 2022	Theor. Exe. 02 Prog. Exe. 02	Solutions updated on November 25th.
Sheet 03	December 09th, 2022	Theor. Exe. 03 Prog. Exe. 03	Solutions updated on February 15th.
Sheet 04	January 06th, 2023	Theor. Exe. 04 Prog. Exe. 04	Solutions updated on January 10th.
Sheet 05	January 20th, 2023	Theor. Exe. 05 Prog. Exe. 05	Solutions updated on January 27th.
Sheet 06	February 10th, 2023	[Theor. Exe. 06][theosol6] Prog. Exe. 06	Solutions updated on February 15th

General format

• One exercise sheet every two weeks
• The first exercise sheet will be published on Friday, October 28th.
• We plan to have 6 (graded) exercise sheets with 20 points of theoretical exercises and 10 points of programming exercise per sheet.
• Release: Fridays (biweekly) on MaMpf and in the table above.
• Submission deadline: Fridays (biweekly) until 08:00am on MaMpf
• Submission procedure see below.
• Work in teams allowed and encouraged with up to 3 persons per team
• Solutions can be written in English and German.
• Plagiarism leads to 0 points for all involved teams (that also applies to plagiarism of the solutions from the summer term 2021)!
• Sample solutions will be uploaded in MaMpf and linked in the table above.
• Programming language: Python
• The programming exercises are to be solved using Jupyter notebooks.

Submission procedure

• Both the theoretical and the programming exercises are submitted digitally.
• The solutions to the theoretical questions have to be submitted as one PDF file. Solutions created in LaTeX are allowed. If you scan handwritten solutions, please make sure that the solutions remain readable and have a moderate file size! Digitally handwritten solutions are accepted, too.
• The programming exercises have to be submitted as one Jupyter notebook.
• The Jupyter notebooks have to include the created outputs, like plots and logging outputs.
• The PDF and the Jupyter notebook have then to be added to a ZIP-archive.
• The notebooks, PDFs, and archives have an obligatory naming scheme. Please name your files <Last name1>(_<Last name2>_<Last name3>)_<sheet numer (2 digits!)>.ipynb/pdf/zip, i.e. for example Femmer_Kostina_Schrot_01.ipynb. (Do not use the angle brackets and adjust the number of names according to your team size).
• Write down your name(s) at the beginning of your theoretical solutions and at the beginning of your Jupyter notebooks. It is not sufficient to have your names only in the file name.
• Upload your solutions until Friday (biweekly), 08:00am on MaMpf.
• A guide how to submit solutions on MaMpf can be found here.
• You receive feedback from Laura via MaMpf, too.
• Solutions will be presented in the tutorial.

Lecture

The lectures take place in person and in a “classical” format, i.e. Prof. Kostina will present the lecture content in the lectures.

Handwritten lecture notes will be uploaded on MaMpf. Moreover, lecture notes from the course in the summer term 2021 are available, see other materials.

Tutorial

What?

In these tutorials Laura will present (some of the) solutions of the previous exercise sheet and answer specific questions to your solutions.

When?

In the first week after you submitted your solutions, i.e., the dates are:

Date	Topic
October 25th	Help desk for the Python tutorial
November 15th	Discussing solutions of the 1st exercise sheet
November 29th	Discussing solutions of the 2nd exercise sheet
December 13th	Discussing solutions of the 3rd exercise sheet
January 10th	Discussing solutions of the 4th exercise sheet
January 24th	Discussing solutions of the 5th exercise sheet
February 14th	Discussing solutions of the 6th exercise sheet

We want to make sure that the tutorials are as effective as possible for you, so we can possibly still adjust the formats to your needs. Therefore, feedback is always welcome.

Final Exam

Admission Requirements

• at least 50% of the points in the theoretical exercises and 50% of the points in the programming exercises.

If you have an old admission, contact me as soon as possible.

Exam Format

• Date and Room:

  Exam	Date	Room
  1st	February 16th, from 11:00 - 13:00	SR B (INF 205)
  2nd	April 13th, from 09:00 - 11:00	Lecture Hall (HS, INF 205)

  Please arrive 15min earlier!

• Written exam of 120min
• No programming project
• Theoretical and programming related questions (no coding on paper however)
• The exam is not an open book exam. In fact, you are not allowed to bring any materials into the exam, i.e. you are not allowed to use cheat sheets or similar.
• Exam Preparation Sheet In this document you find general information about the exam and materials for the exam preparation including a list of the most relevant exercises and a list of questions.

Registration

• There won’t be a dedicated registration for the first exam. Instead, everyone who has passed the admission requirements for the exam, will be registered for the first exam.
• For the second exam, everyone who has failed the first exam or missed the exam due to illness - in this case a doctor’s note is required! - or who have sent me an email before the first exam stating that they only want to take the second exam, will be automatically registered.
• Note that there will be no more exam dates than these two (16.02, 14.04). This means that if you miss the second exam due to illness, you won’t have another chance to take the exam this semester.
• If you plan to miss an exam for which you have been registered, please send me an email as soon as possible.

Lecture Notes, Literature and Other Materials

Lecture Notes

The lecture notes will be uploaded on MaMpf.

Other Materials

• MaMpf (SS 21) -> Here you find all materials from the last time that we have taught this course
• Exam Preparation Sheet In this document you find general information about the exam and materials for the exam preparation including a list of the most relevant exercises and a list of questions.