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

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Examination


There will be a 2h written exam on January 24th at 9:45 in Room D 208.

Example problems

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