Convex Optimisation (4V, 2Ü) Prof. Wachsmuth, F. Harder
Current situation
Due to the current situation in Germany and the world, it can be assumed that the seminar will be held online. Therefore, we would like to ask you to contact Prof. Wachsmuth as soon as possible if you are interested in the seminar so that we can coordinate the further procedure.
Contents
This course teaches theory and methods for convex optimisation problems.
- Existence and uniqueness of solutions
- Optimality conditions
- Subdifferential and duality
- Theory and implementation of the methods
Associated module: 11326
Prior knowledge
Knowledge of analysis and linear algebra. Basic knowledge from a module on optimisation (e.g. Optimisation I or Optimisation II) may be helpful.
Lecture material
Exercises
Examination
In order to take a module examination, an oral examination will take place after the lecture period.
Supplementary literature
The following books are a good supplement to the lecture. Within the BTU Cottbus-Senftenberg they are partly available free of charge as e-books (see links) and partly available in the library.
- Clason, Valkonen; Introduction to Nonsmooth Analysis and Optimisation
- Boyd, Vandenberghe; Convex Optimisation, Cambridge University Press