Lecture: Convex Optimization and Machine Learning

Lectures: Prof. Christoph Schnörr

Exercises: Daniel Gonzalez-Alvarado and Jonathan Schwarz

Language: English

SWS: 2+2

ECTS: 6

Lecture Id: MM35, Spezialisierungsmodul Numerik und Optimierung

Registration: Please register in Müsli

Prior Knowledge: Foundational courses on Linear Algebra and Analysis

Content: The first part of this 2h-lecture is a crash course in Convex Analysis and Optimization with numerous applications to Numerical Optimization in general, Machine Learning and beyond. The last part of the lecture gives an introduction to the emerging research field Learning to Optimize.

Some short lecture notes and the exercise sheets can be found here.