Optimisation

Additional Info

  • ECTS credits: 6
  • Semester: 2
  • University: University of Hamburg
  • Objectives:

     

    The objective of this lecture is first, to familiarize the participants with concepts for nonsmooth convex optimization in theory as well as in computation. Second, to give an understanding of the differences and similarities between smooth and nonsmooth

  • Topics:

     

    Fundamentals of convex analysis; subdifferential and epsilon-subdifferential; cutting palane algorithms; bundle methods; regularization.

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