Mathematical Algorithmic Optimization - Otto-von-Guericke-University Magdeburg


Compact Course and Workshop: Optimization under Uncertainty

The compact course Optimization under Uncertainty will be held within SS 2013 for master-, diploma, and PhD-students at the Otto-von-Guericke-Universität Magdeburg / Max-Planck Institute Magdeburg.

The main goal of this compact course is to provide insight into the state of the art of the research area Optimization under Uncertainty. To this end, the foundations will be taught in a tutorial part with hands-on practical exercises. In a second part, current research projects will be presented by people working in the field.

The block course will build on a compact overview of different modeling and algorithmic approaches. The theoretic overview will be complemented by practical hands-on exercises. Participants are kindly asked to bring their own notebooks with a Matlab or Octave installation. It is possible to work in teams of two.

The four day introduction will be followed by a workshop with talks from invited external researchers reporting on state of the art projects in the field of optimization under uncertainty.


The course is organized and taught by Sebastian Sager and Janick Frasch with the help of Tony Huschto and Holger Diedam.

Course schedule
Time Monday (OvGU G05-307) Tuesday (MPI) Wednesday (MPI) Thursday (MPI)
09h00-10h00 Uncertainty quantification Parameter estimation Nonlinear model predictive control Algorithmic uncertainty
10h00-10h15 Break
10h15-11h15 Dynamic process models Optimum experimental design Moving horizon state estimation Robust optimization
11h15-11h30 Break
11h30-12h30 Optimal control Model discrimination Numerical aspects of online optimization Stochastic differential equations
12h30-14h00 Lunch
14h-18h00 Practical exercises:
Matlab + optimal control
Practical exercises: Matlab + parameter estimation Practical exercises:
Matlab + online optimization
Practical exercises:
Matlab + uncertainty
Preliminary workshop schedule
Time Friday (MPI)
09h00-10h00 Andreas Potschka: Dual control
10h00-10h15 Break
10h15-11h15 Sergio Lucia: Multistage optimal control
11h15-11h30 Break
11h30-12h30 Kristine Rinke: Chemotherapy scheduling
12h30-14h00 Lunch
14h-15h00 Robert Flassig: Design of Stimulus Experiments for Robust Model Discrimination of Biochemical Reaction Networks
15h-16h00 Final discussion of compact course

Course material can be found on this password restricted page.

Connection to previous compact course

Note that there is a certain overlap and redundancy with the compact course >Optimization with Differential Equations from the summer of 2012. If you have participated there you might want to skip certain parts of this course. Please inquire details via email.


The number of participants is limited and we will follow a first come, first served practice. Please send an email to if you want to participate or have any questions.

Last Modification: 2016-05-12 - Contact Person: Sebastian Sager - Impressum