Numerical optimization

Problem sheets:

• Problem sheet 1
• Problem sheet 2
• Problem sheet 3
• Problem sheet 4
• Problem sheet 5
• Problem sheet 6
• Problem sheet 7
• Problem sheet 8
• Problem sheet 9
• Problem sheet 10
• Problem sheet 11

• Lecture 1
• Lecture 2
• Lecture 3
• Lecture 4
• Lecture 5
• Lecture 6
• Lecture 7
• Lecture 8
• Lecture 9
• Lecture 10
• Lecture 11
• Lecture 12,
• Lecture 13
• Lecture 14
• Lecture 15

• solving 3-SAT b by optimization
• denoising by Beck and Teboulle method

FriCAS script computing example for lecture 9 and results and results as .pdf file

Additional references:

• Notes by Nemirovski about self-concordance and interior point methods.
• Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato, Jonathan Eckstein, Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers copy
• Neal Parikh, Stephen Boyd, Proximal Algorithms copy