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250092 VO Convex Optimization (2021W)

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

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 25 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

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: We 15.09.2021 16:08