Short Courses - Lieven Vandenberghe

OPTEC/K.U.Leuven, July 6–7, 2009

The course covers material from chapter 11 of the book Convex Optimization and several lectures of the UCLA course EE236C.

1. Primal-dual interior-point methods

• Barrier method

• Primal-dual interior-point methods

• Primal-dual interior-point methods II

2. First-order methods

• Gradient method

• Subgradients

• Subgradient method

• Gradient methods for nonsmooth problems

• Gradient projection

• Smoothing techniques

• Gradient methods with generalized distances

Technical University of Denmark, June 16–20, 2008

• Lecture 1: Introduction, convex sets, convex functions, modeling software

• Lecture 2: Convex optimization problems, standard problem classes

• Lecture 3: Duality, numerical linear algebra background

• Lecture 4: Unconstrained and equality constrained convex optimization, interior-point methods

• Lecture 5: Examples of convex problems in approximation and fitting, geometry, statistical estimation