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teaching:wt21:vl:co [2021/10/15 14:18] ipa |
teaching:wt21:vl:co [2021/10/19 23:08] ipa [Registration] |
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| * **Lecturer:** [[https://www.stpetra.com|Prof. Stefania Petra]] | * **Lecturer:** [[https://www.stpetra.com|Prof. Stefania Petra]] | ||
| * **Exercises:** Stefania Petra, Matthias Zisler | * **Exercises:** Stefania Petra, Matthias Zisler | ||
| + | * **Lecture room:** 2.103 (Mathematikon) | ||
| + | * **Times:** Wed 11.15-12.45 (lecture), Thu 14.15-15.45 (tutorial) | ||
| * **Format:** | * **Format:** | ||
| * In-person lecture were we also explain each subtopic from a top-down viewpoint. | * In-person lecture were we also explain each subtopic from a top-down viewpoint. | ||
| * Detailed lecture notes that you read on your own. | * Detailed lecture notes that you read on your own. | ||
| * Exercise sheets you work on your own. Solutions will be discussed in person. | * Exercise sheets you work on your own. Solutions will be discussed in person. | ||
| - | * We will use Teams for exchanging lecture material. | + | * We will use [[https://teams.microsoft.com/l/team/19%3a6KJMfXAitgm3vq72JEDFEh2zXuwm4RoIWX7yGBZrIvs1%40thread.tacv2/conversations?groupId=943028f7-9974-4480-9a62-3ecea8546719&tenantId=3d057f2f-8466-43fd-8a56-5d334d13d895|Microsoft Teams]] for communication and distributing lecture content. |
| - | + | ||
| * **Language:** English | * **Language:** English | ||
| * **SWS:** 4 | * **SWS:** 4 | ||
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| * **Registration:** Please register in Teams. | * **Registration:** Please register in Teams. | ||
| * **Prior Knowledge:** Required: Lineare Algebra and Analysis | * **Prior Knowledge:** Required: Lineare Algebra and Analysis | ||
| + | |||
| + | |||
| + | ==== Registration ==== | ||
| + | |||
| + | If you have not activated your UNI ID for Teams please use this form | ||
| + | https://it-service.uni-heidelberg.de/anfrage/teams_benutzer_freischalten | ||
| + | You can use this code for joining Teams: bf3fhns | ||
| ==== Content ==== | ==== Content ==== | ||
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| * //Preliminaries//: Convex sets, convex functions, convex optimization problems (LPs, QPs, SOCPs, SDPs) | * //Preliminaries//: Convex sets, convex functions, convex optimization problems (LPs, QPs, SOCPs, SDPs) | ||
| * //Theory//: Separation theorems, duality, subdifferential calculus, existence and optimality | * //Theory//: Separation theorems, duality, subdifferential calculus, existence and optimality | ||
| - | * //Algorithms//: Gradient-based methods for smooth optimization, proximal-point and splitting methods | + | * //Algorithms//: Gradient-based methods for smooth optimization, proximal-point and splitting methods for non-smooth optimization |
| - | * //Applications//: Convex models in mathematical imaging | + | * //Applications//: Convex models in mathematical imaging and data science |
| + | |||
| + | ==== Literature ==== | ||
| + | |||
| + | * R.T. Rockafellar, R.J.-B. Wets, Variational Analysis, Springer, 2004 | ||
| + | * R. Rockafellar. Convex Analysis. Princeton Univ. Press, 1970 | ||
| + | * A. Auslender, M. Teboulle, Asymptotic Cones and Functions in Optimization and Variational Inequalities, Springer, 2003 | ||
| + | * S. Boyd, L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004 | ||
| + | * A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization, SIAM, 2001 | ||
| + | * Y. Nesterov. Introductory Lectures on Convex Optimization. Kluwer Acad. Publ., 2004 | ||
| + | * H. H. Bauschke and P. L. Combettes. Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Springer, 2nd edition, 2017 | ||
| + | |||
| + | ==== Exercises ==== | ||
| + | |||
| + | You are supposed to solve at least 50% of the numerical exercises (Matlab, Pyhton) in order to participate in the exam. There will be no points, only “OK”, “Not OK” or “ ” if nothing was handed in | ||
| + | |||
| + | ====== Software Practical: Convex Optimization ====== | ||
| + | |||
| + | The software practical is suited for students attending the lecture on Convex Optimization that additionally wish to apply the algorithms and concepts to concrete examples in order to get a deeper understanding. | ||
| + | |||
| + | **Registration:** in the lecture, or mail to [[https://www.stpetra.com|Stefania Petra]]. | ||