MATH 563 Honours Convex Optimization (4 unités)

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Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques et Statistiques (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: Hiver 2024

Instructors: Paquette, Courtney (Winter)

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