Continuous Optimization (2016)

Mastermath website:

  • The video was made in the first lecture because of the one time timeslot change. The other lectures will not be videoed.
  • The timetable is preliminary and subject to change.


I will be simply be giving your grade to your university. It is up to your university whether this grade constitutes a pass or not. The university will not receive details about which exams you sat (out of the main or retake exams), nor will it receive the marks you got in the exams.

For working out your final grade I have the following policy:

  • If you only take one of the exams then naturally your final grade is the grade you got for that exam.
  • If you take both exams then letting M be your grade from the main exam and R be your retake grade, your final grade F is worked at as follows:
    • If M <= 6 then F = max{M,R}
    • If M == 6.5 then F = max{6,R}
    • If 7 <= M then F = max{M-1,R}

I believe this means that anyone who passes at least one of the exams will have passed the course, and if you do worse on the retake than in the original exam then your grade will drop by at most one grade.
If you planned to do the retake but in the end decide not to risk your grade dropping, you can change your mind right up to the moment it comes to handing it in.

Combined lecture slides (version 05/12/2016)
  • These are the combined lecture slides (version 24/11/2016).
  • You may bring along and use a print out of these slides in the exam (either in their entirety or just the slides you find most useful).
  • You may highlight the slides, but you may not add any additional notes to them.
  • If you find any typos in this version, please let me know as soon as possible.
  • Since version 24/11/2016, the only changes are minor edits to the slide entitled "Saddle - KKT".

Course material
  • Nonlinear Optimization - E. de Klerk, C. Roos, and T. Terlaky
  • Algorithmic Principles of Mathematical Programming - U. Faigle, W. Kern and G. Still
  • Convex Optimization - S. Boyd and L. Vandenberghe
  • Semidefinite Optimization - M.J. Todd

Unless stated otherwise, the classes are on a Monday at the University of Utrecht, De Uithof from 11:00 until 12:45.
wk Date Place / Comments
37 12/09/2016 KBG Atlas       Time moved: 17:15 - 19:00
(Victor J. Koningsbergergebouw)
38 19/09/2016 Unnik Groen
39 26/09/2016 Ruppert - Wit       No class
40 03/10/2016 Ruppert - Wit
41 10/10/2016 Ruppert - Wit
42 17/10/2016 Ruppert - Wit
43 24/10/2016 Ruppert - Wit
44 31/10/2016 Ruppert - Paars
45 07/11/2016 Ruppert - Wit
46 14/11/2016 DDW 042
47 21/11/2016 Ruppert - Rood
48 28/11/2016 ANDRO C102
49 05/12/2016 Ruppert - Wit
50 12/12/2016 Exam
10:00 - 13:00,
Olympos Hal 1 (Utrecht)
51 19/12/2016 Ruppert - Rood       No class
Can look at your exam at 11:30 if you registered here before 12:00 on 16/12/2016.
22/12/2016 Zilverling 4046, University of Twente
Can look at your exam at 12:45 if you registered here before 12:00 on 16/12/2016.
3 16/01/2017 Retake
13:30 - 16:30,
Educatorium Beta, Utrecht

Final versions of the slides from the course will be available here after the lectures. The chapter/slide numbers do not correspond to the lectures (one chapter may take multiple lectures):
Chapter 1, v2016-09-19;
Chapter 2, v2016-10-04;
Chapter 3, v2016-10-10;
Chapter 4, v2016-12-05;
Chapter 5, v2016-10-28;
Chapter 6, v2016-11-04;
Chapter 7, v2016-11-11;
Chapter 8, v2016-11-21;
Chapter 9, v2016-11-21;

Homework exercises will be provided during the lectures. These will not be marked. It is recommended to try to answer the questions without looking at the answers in order to familiarise yourself with the course. You can then check your answers and if you are unsure of anything then you can ask during the following lecture or send me an email:
Chapter 1:   exercise questions (v2016-09-16);   exercise answers (v2016-09-16);
Chapter 2:   exercise questions (v2016-10-04);   exercise answers (v2016-11-25);
Chapter 3:   exercise questions (v2016-10-10);   exercise answers (v2016-10-10);
Chapter 4:   exercise questions (v2016-10-21);   exercise answers (v2016-10-21);
Chapter 5:   exercise questions (v2016-10-31);   exercise answers (v2016-11-09);
Chapter 6:   exercise questions (v2016-11-04);   exercise answers (v2016-11-14);
Chapter 7:   exercise questions (v2016-11-11);   exercise answers (v2016-11-14);
Chapter 8:   exercise questions (v2016-11-11);   exercise answers (v2016-11-25);
Chapter 9:   exercise questions (v2016-11-18);   exercise answers (v2016-11-25);

Weekly summary
wk Class up to Homework
Up to Feedback
37 Chpt 1, slide 20
(with Ex 1.4, 1.5)
1.5 Form 37
38 Chpt 2, slide 10
(quadratic example)
2.2 Form 38
40 Chpt 3, slide 6
(active indices)
3.3 Form 40
41 Chpt 3, end 3.4 Form 41
42 Chpt 4, slide 18
(part III of strong
duality proof)
4.7 Form 42
43 Chpt 4, end 4.12 Form 43
44 Chpt 5, end 5.6 Form 44
45 Chpt 6, end 6.5 Form 45
46 Chpt 8, slide 8
(example after basic properties)
8.2 Form 46
47 Chpt 9, end 9.6
Practice test 1
Form 47
Practice test form
Practice Exams
Practice test 1:   Questions (v2016-11-21);   Answers (v2016-11-22);   
Practice test 2:   Questions (v2016-12-05);   Answers (v2016-12-05);
Practice test 3:   Questions (v2016-11-22);   Answers (v2016-11-22);

Exam rules
  • The final exam and the retake will be written exams.
  • The final exam will be on Monday 12th December 2016, 10:00 - 13:00 (10:00 - 14:00 for students who get extra time) in Olympos Hal 1 (Utrecht).
  • You should be at the exam room at least 15 minutes in advance, however I recommend that you plan on getting there much earlier than this in case of problems with the trains, etc.
  • If you wish, you may leave the exam early between 10:45 and 12:45, provided you can leave without disturbing anyone.
  • You are allowed to take a printed copy of the slides to the exam. I will provide a pdf of the final versions of all the slides for this nearer to the exam. You may highlight the slides, but you are not allowed to add any additional notes. You may not bring in any extra notes (so no homework solutions nor books).
  • The exam will be on the lecture slides and the homework exercises. The related course material was to give you a more rounded view on the course, however anything in the course material which is not covered in the slides or homework will not be tested.
  • During the exam: no calculators are allowed and mobile phones must be switched off.
  • In the exam room there is to be no communicating with fellow students at any time (this includes before or after the exam, and also includes making hand signals).
  • If you are running late, make sure you send me an email detailing why you are late, when you expect to arrive and evidence (e.g. a photo).