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.

News

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 until friday, october 25th, 12:00, or otherwise your desired times cannot be considered.
October 23rd, 2013:	A Doodle 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.

Dates

Lecture
	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

Exam

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

Current version of Lecture Notes (will be dynamically updated as the course evolves).

Exercises

Responsible for the exercises is Dennis Klöckner. In case of questions or suggestions, please feel encouraged to contact Dennis.Kloecknerma.tum.de.
The exercises take place biweekly.
Handwritten solution sketches of the exercises will be provided here.
Exercise Sheets:

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

References

Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato, Jonathan Eckstein: Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers, Foundations and Trends in Machine Learning Vol. 3, No. 1 (2010), 1–122.
Antonin Chambolle, Thomas Pock: A First-Order Primal-Dual Algorithm for Convex Problems with Applications to Imaging, Journal of Mathematical Imaging and Vision, Vol. 40, No. 1 (2011), 120-145.
Thomas Pock, Daniel Cremers, Horst Bischof, Antonin Chambolle: An Algorithm for Minimizing the Piecewise Smooth Mumford-Shah Functional. In IEEE International Conference on Computer Vision (ICCV), 2009.