Attention

Please register for this module via Moodle before the start of the semester.

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 or functional analysis. Basic knowledge from a module on optimisation (e.g. Optimisation I or Optimisation II) may be helpful.

Lecture material

• sparse_recovery.m

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