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 on January 24th at 9:45 in Room D 208.
Example problems