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:

  1. Conjugate functions (3.3)
  2. Quasiconvex functions (3.4)
  3. Log-convexity (3.5)
  4. Convexity with respect to generalized inequalities (2.4, 3.6)
  5. Norm approximation (6.1)
  6. Least-norm problems (6.2)
  7. Regularized approximation (6.3)
  8. Robust approximation (6.4)
  9. Function fitting and interpolation (6.5)
  10. Introduction to semidefinite programming (4.6)
  11. Parametric distribution estimation (7.1)

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, followed by questions. The presentations should be in English.

  • Bachelor students will present in teams of two
  • Master students will present alone

Dates and times

The organizational meeting will take place at 18:00 on Wednesday, April 17 in room SR 11 in Mathematikon

  • Attending this meeting is mandatory for participation in the seminar
  • During this meeting we will distribute topics and choose a regular meeting time

Registration

If you are interestend in this class, please register at MÜSLI. The registration will be finalized after the initial planning meeting when you have chosen a suitable topic.

Material for the class