Goran Banjac: Catalogue data in Spring Semester 2021

Name Dr. Goran Banjac
URLhttps://people.ee.ethz.ch/~gbanjac/
DepartmentInformation Technology and Electrical Engineering
RelationshipLecturer

NumberTitleECTSHoursLecturers
227-0690-11LLarge-Scale Convex Optimization4 credits2V + 2UG. Banjac
AbstractConvex optimization has revolutionized modern decision making and underpins many scientific and engineering disciplines. To enable its use in modern large-scale applications, we require new analytical methods that address limitations of existing solutions. This course is intended to provide a comprehensive overview of convex analysis and numerical methods for large-scale optimization.
ObjectiveStudents should be able to apply the fundamental results in convex analysis and numerical methods to analyze and solve large-scale convex optimization problems.
ContentConvex analysis and methods for large-scale optimization. Topics will include: convex sets and functions ; duality theory ; optimality and infeasibility conditions ; structured optimization problems ; gradient-based methods ; operator splitting methods ; distributed and decentralized optimization ; applications in various research areas.
Lecture notesAvailable on the course Moodle platform.
Prerequisites / NoticeSufficient mathematical maturity, in particular in linear algebra and analysis.