Universität Wien

250092 VO Convex Optimization (2021W)

6.00 ECTS (4.00 SWS), SPL 25 - Mathematik
MIXED
Moodle

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Details

max. 25 participants
Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Monday 04.10. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 05.10. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 11.10. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 12.10. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 18.10. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 19.10. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 25.10. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 08.11. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.11. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 15.11. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.11. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 22.11. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.11. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 29.11. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.11. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 06.12. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 07.12. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 13.12. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 14.12. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 10.01. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.01. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 17.01. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 18.01. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 24.01. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 25.01. 11:30 - 13:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 31.01. 09:45 - 11:15 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

In this lecture we will discuss the theoretical foundations and several basic algorithms in connection to the solving of convex optimization problems.

Assessment and permitted materials

Oral exam.

Minimum requirements and assessment criteria

Examination topics

Reading list

H.H. Bauschke, P.L. Combettes (2017) - Convex Analysis and Monotone Operator Theory in Hilbert Spaces, Springer-Verlag New York Dordrecht Heidelberg London

R. I. Bot (2010) - Conjugate Duality in Convex Optimization, Lecture Notes in Economics and Mathematical Systems, Vol. 637, Springer-Verlag Berlin Heidelberg

J.-B. Hiriart-Urruty, C. Lemarechal (1993) - Convex Analysis and Minimization Algorithms. I. Fundamentals and II. Advanced Theory and Bundle Method,Springer-Verlag Berlin Heidelberg

R.T. Rockafellar (1970) - Convex Analysis, Princeton University Press

C. Zalinescu (2002) - Convex Analysis in General Vector Spaces, World Scientific, River Side

Association in the course directory

MAMV

Last modified: Th 21.04.2022 12:09