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