Selected Topics in Optimization


Course Information

The Information on this website is preliminary and will be updated continuously.

Description

This seminar is aimed at Bachelor- and Master students in mathematics, computer science and scientific computing. We will offer a diverse selection of topics from convex optimization.

Topics

The chapter numbers refer to the Boyd, Vandenberghe: Convex Optimization textbook

Chapter Date
3.4 - Quasiconvex functions 16.05
3.3 - Conjugate functions (handout) 23.05
3.5 - Log-convexity 06.06
6.1 - Norm approximation 13.06
6.2 - Least-norm problems 20.06
6.3 - Regularized approximation (handout) 27.06
6.4 - Robust approximation 04.07
6.5 - Function fitting and interpolation 11.07

Prerequisites

Basic knowledge from Analysis and Linear Algebra are sufficient for participating in this class. The seminar is a specifically good match for students looking to extend their knowledge from previous classes such as “Grundlagen der Optimierung”, “Nichtlineare Optimierung” or “Konvexe Optimierung”.

Presentations and Grading

Each meeting will consist of a 45 minute presentation covering one of the above topics. The presentations should be in English. Master students are required to provide a short handout that complements the presentation.

Dates and times

Topics were distrubed during the organizational meeting, which took place at 18:00 on Wednesday, April 17 in room SR 11.

Starting on 16.05, we will meet regulary at 18:00 on Thursdays in SR 11

Registration

If you have been assigned a topic, please make sure to register on heiCO.

Material for the class