Nonsmooth convex optimization methods



Script

Lecture 1: Introduction

Lecture 2: Basics, Convex sets

Lecture 3: Linear programs - Simplex method

References


m-files

Uniform Approximation, Ressource Allocation, Maximum Cut, Maximum Flow / Minimum Cut, Ellipsoid Method







Examination


There will be a 2h written exam in January or February.




Modelling Seminar

Interested students may tackle a project on optimal control in the framework of the Modelling Seminar (3-5 participants). A description can be found here.