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MATH 563 Honours Convex Optimization (4 credits)

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Honours level introduction to convex analysis and convex optimization: Convex sets and functions, subdifferential calculus, conjugate functions, Fenchel duality, proximal calculus. Subgradient methods, proximal-based methods. Conditional gradient method, ADMM. Applications including data classification, network-flow problems, image processing, convex feasibility problems, DC optimization, sparse optimization, and compressed sensing.

Terms: Winter 2023

Instructors: Paquette, Courtney (Winter)

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