Fachbereich Mathematik 
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Convex Optimization (Summer term 2019)

We will give with this lecture an introduction to basics of convex optimization theory in infinite dimensional spaces. In particular, the following properties are covered

  • Convex funtions
  • Constrained miminimzation problems
  • Convex conjugates
  • Proximal maps
  • Primal and dual problem formulation
  • Minimzation schemes,in particular splitting approaches

Exercises:

  • One exercises sheet per week;
  • Minimum 60 % of the exercises required for participating at the final exam.

Final exam: 24.7.2019, 10 am in H1


Actual exercise sheet: Exercises

Literature:

    V. Barbu & Th. Precupanu, Convexity and optimization in Banach spaces
    I. Ekeland & R. Teman, Convex analysis and variational problems
    H. Bauschke & P. Combettes, Convex analysis and monotone operator theory in Hilbert spaces
    J. Peypouquet, Convex optimization in normed spaces: theory, methods and examples
    M. Hinze, R. Pinnau, M. Ulbrich, S. Ulbrich, Optimization with PDE Constraints (only used for Descent methods)

Other useful material


 
  Seitenanfang  Impress 2019-03-06, Christina Brandt