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Technische Universität München, Zentrum Mathematik

Lecture

Modern Methods in Nonlinear Optimization - First Order Primal-Dual Optimization Methods

Prof. Dr. Michael Ulbrich

Summer Semester 2022


Contents - News - Lectures and Tutorials - Exercises -Prerequisites - Literature


Content of the Lecture

First-order methods have recently emerged into a highly active research field in optimization. They usually combine primal-dual decomposition approaches with relatively simple iteration schemes. This makes them very well suited for designing powerful, structure-exploiting algorithms for challenging large-scale applications. This course gives an advanced introduction into the design and theory of first-order primal-dual optimization methods.

News

08.04.2022: The first lecture will take place on Tuesday the 26th of April. Tutorials will begin the following week.

Lectures and Tutorials

Lectures
  Tuesday 16:00 - 17:30 5901.EG.051 Prof. Dr. Michael Ulbrich  

Tutorials occur bi-weekly. First tutorial for each group:
Tutorials
Group 1 Tuesday 14:15 - 15:45 MI 03.06.011 Anthony Webster 03.05.2022
Group 2 Wednesday 16:15 - 17:45 MI 02.08.011 Anthony Webster 04.05.2022
Group 3 Tuesday 14:15 - 15:45 MI 03.06.011 Anthony Webster 10.05.2022
Group 4 Wednesday 16:15 - 17:45 MI 02.08.011 Anthony Webster 11.05.2022

Exercises

Prerequisites

Recommended Courses:

Literature