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Technische Universität München, Department of Mathematics


First Order Primal-Dual Optimization Methods

Prof. Dr. Michael Ulbrich

Winter Semester 2013/14

Contents - News - Dates - Exam - Lecture Notes - Exercises - References

Contents 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. The module description can be found here.


November 8th, 2013: Group 2 will take place on November 19th, instead of November 12th, due to the Studentische Vollversammlung (SVV).
November 5th, 2013: The hint in exercise 2.2 d) has been updated.
November 4th, 2013: The second exercise sheet is online.
November 4th, 2013: The lecture on Wednesday, Nov 6th, 10:15-11:45, had to be canceled. We will look for an alternative date. The next lecture is on Wednesday, Nov 13th, 10:15-11:45.
October 30th, 2013: Lecture notes updated.
October 25th, 2013: The Doodle is now closed. It shows that unfortunately there is no better time for group 2 than Tuesday 10:15-11:45, hence the date remains unchanged.
October 24th, 2013: Please participate in the Doodle Pfeil until friday, october 25th, 12:00, or otherwise your desired times cannot be considered.
October 23rd, 2013: A Doodle Pfeil to determine the best suitable time for group 2 has been set up. More info under Dates.
October 21st, 2013: The first exercise sheet is now online. It will be discussed in the exercises on Oct 24th and in group 2.
October 18th, 2013: It is now possible to sign up for exercise groups 1 and 2 in TUMonline.
October 9th, 2013: The first lecture takes place on Wednesday, October 16th. The exercises will start in the week after that.


  Wednesday 10:15 - 11:45 MI HS 3 Prof. Dr. Michael Ulbrich  

Exercises (biweekly)
Group 1 Thursday (biweekly) 08:30 - 10:00 MI 03.08.011 Dennis Klöckner next date: November 21st, 2013
Group 2 Tuesday (biweekly) 10:15 - 11:45 MI 03.08.011 Dennis Klöckner next date: November 19th, 2013


Place and date of the exam are not yet fixed and will be annonuced here as soon as they are available. More information will follow.

Lecture Notes


2nd Sheet Sheet2.pdf.
1st Sheet Sheet1.pdf.