Universität Wien

250100 VO Convex Optimization (2025S)

6.00 ECTS (4.00 SWS), SPL 25 - Mathematik
Moodle
Mo 28.04. 08:00-09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock

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Details

Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Monday 03.03. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 06.03. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 10.03. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.03. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 17.03. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.03. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 24.03. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 27.03. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 31.03. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 03.04. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 07.04. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 10.04. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 05.05. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 08.05. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 12.05. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 15.05. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 19.05. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 22.05. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 26.05. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 02.06. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 05.06. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 12.06. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 16.06. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 23.06. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 26.06. 08:00 - 09:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 30.06. 08:00 - 09:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

In this lecture, we will explore the theoretical foundations of optimality characterization for convex optimization problems. Building on this, we will design numerical algorithms and analyze their convergence properties. The lecture is accompanied by exercises and programming problems.

Assessment and permitted materials

Oral exam.

Minimum requirements and assessment criteria

Students must demonstrate that they have acquired advanced knowledge in convex optimization.

Examination topics

The entire content of the lecture and the exercises that were discussed.

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. Boţ (2010) - Conjugate Duality in Convex Optimization, Lecture Notes in Economics and Mathematical Systems, Vol. 637, Springer-Verlag Berlin Heidelberg

R.I. Boţ (2024) - Lecture Notes for the Course "Convex Analysis", University of Vienna, 2024

J.-B. Hiriart-Urruty, C. Lemarechal - Convex Analysis and Minimization Algorithms. I. Fundamentals and II. Advanced Theory and Bundle Method, Springer-Verlag Berlin Heidelberg, 1993

R.T. Rockafellar (1970) - Convex Analysis, Princeton University Press

Association in the course directory

MAMV

Last modified: Tu 04.03.2025 17:46