Michael Mühlebach: Katalogdaten im Frühjahrssemester 2023 |
| Name | Herr Dr. Michael Mühlebach |
| Adresse | Max Planck Institut für Intelligente Systeme Max Planck Ring 4 72076 Tübingen GERMANY |
| Telefon | 004970716011904 |
| michael.muehlebach@inf.ethz.ch | |
| Departement | Informationstechnologie und Elektrotechnik |
| Beziehung | Dozent |
| Nummer | Titel | ECTS | Umfang | Dozierende | |
|---|---|---|---|---|---|
| 227-0690-11L | Large-Scale Convex Optimization | 4 KP | 2V + 1U | M. Mühlebach | |
| Kurzbeschreibung | Convex 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. | ||||
| Lernziel | Students should be able to apply the fundamental results in convex analysis and numerical methods to analyze and solve large-scale convex optimization problems. | ||||
| Inhalt | Convex 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. | ||||
| Skript | Available on the course Moodle platform. | ||||
| Voraussetzungen / Besonderes | Sufficient mathematical maturity, in particular in linear algebra and analysis. | ||||