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Convex Optimisation

Organisers

Tom Berrett and Yi Yu

Time

1-2pm on Thursdays in Term 1, 2022-23, starting from 13 Oct.

Venue

Term 1: Room MB2.22 (2nd floor, MSB)

Term 2: Room MB2.23 (2nd floor, MSB)

Format

In-person

Convex optimisation reading group

Materials

Lecture notes from Cambridge

  1. Introduction (Presenter: Fan Wang. Date: 13 Oct.)
  2. Review of convexity (Part 1. Presenter: Zilong Xie. Date: 20 Oct. Part 2. Presenter: Mengchu Li. Date: 27 Oct.)
  3. Gradient method (Presenter: Mengchu Li. Date: 27 Oct.)
  4. Lower complexity bounds (Presenter: Guglielmo Gattiglio. Date: 3 Nov)
  5. Fast gradient method (Presenter: Alexander Kent. Date: 10 Nov)
  6. Subgradients (Presenter: Alberto Bordino. Date: 17 Nov)
  7. Subgradients method (Presenter: Shiqi Liu. Date: 24 Nov)
  8. Constrained optimisation and duality (Presenter: Rui Feng. Date: 2 Dec)
  9. Duality and KKT conditions (Presenter: Gengyu Xue. Date: 9 Dec)
  10. Projections and projected (sub)gradient methods
  11. Proximal methods
  12. Bregman proximal methods
  13. Dual methods
  14. ADMM
  15. Douglas--Rachford
  16. Newton's method (1) (2)
  17. Conic programming
  18. SDP
  19. Duality in conic programming (1) (2)

(Subject to change.)

References