Hauptseminar (S2C2): Convex Optimization
The seminar will focus on fundamental concepts and methods in convex optimization, mainly following the book Algorithms for Convex Optimization by Nisheeth Vishnoi; an electronic copy is available on the website https://convex-optimization.github.io/
We cover topics including convex duality, different variants of gradient descent methods, Newton’s method, and interior point methods. Familiarity with linear programming to the level of V3C1 Linear and Integer Optimization is strongly recommended.
Lecture notes: Topics 5 and 7 on the slides are not covered in the book. You can look up these lecture notes for reference. If you choose one of these topics, additional readings will be provided
If you would like to participate, send an email to Ulrich Brenner (brenner@or.uni-bonn.de) indicating your name and topic preferences, including at least 3 topics, by Monday 21 July 9am. Students who cannot attend the planning meeting can still sign up by sending an email.
Dates
Pre-meeting:
Tuesday, 15th July, 2025, 18:00,
Gerhard-Konow-Hörsaal, Lennéstr. 2
Class hours:
Friday 14:15-15:45. Approval talks: 16:15-17:45
Rules and Regulations
- Seminars will be held Friday 14:15-15:45, with approval talks on the same days 16:15-17:45.
- The seminar will be held in English.
- A regular participation in the talks and an active collaboration are mandatory for passing the seminar.
- The talks will take approximately 75 minutes. The remaining 15 minutes are intended for a discussion.
- Each participant has to write a summary consisting of one or two pages.
- Each participant has to give an approval talk (typically three weeks before the regular talk). Passing the approval talk is a prerequisite for giving the regular seminar talk.