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teaching:ws2019:cvx4cv:materials [2019/10/10 12:06] (current)
Zhenzhang Ye created
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 +== Lecture ==
 +  ​
 +The chapters contain the content of several lectures. We will update them after each lecture.
  
 +
 +  ​
 +== Exercises ==  ​
 +^ Due date ^ Exercises ^ Material ^ Programming Solution ^ Theory Solution ^ 
 +
 +
 +
 +== Literature ==
 +
 +//​[[http://​stanford.edu/​~boyd/​cvxbook/​|Convex Optimization]]//​. Stephen Boyd, Lieven Vandenberghe. Cambridge University Press, 2003.
 +
 +//​[[http://​link.springer.com/​book/​10.1007%2F978-1-4419-8853-9|Introductory Lectures on Convex Optimization]]//​. Yurii Nesterov. Kluwer-Academic,​ 2003. (Get it for free [[https://​www.ub.tum.de/​en/​ebooks|here]] using your TUM account)
 +
 +//​[[http://​home.agh.edu.pl/​~pba/​pdfdoc/​Numerical_Optimization.pdf|Numerical Optimization]]//​. Jorge Nocedal, Stephen J. Wright. Springer, 2006.
 +
 +//Convex Analysis//. R. Tyrrell Rockafellar. ​ Princeton University Press, 1970.
 +
 +//​Fundamentals of Convex Analysis//. Jean-Baptiste Hiriart-Urruty,​ Claude Lemar√©chal. Springer, 2004.
 +
 +//Nonlinear Programming//​. Dimitri Bertsekas. Athena Scientific, 1999.
 +
 +//Convex Analysis and Monotone Operator Theory in Hilbert Spaces//. H. H. Bauschke and P. L. Combettes, 2011.
 +
 +//​[[https://​web.stanford.edu/​~boyd/​papers/​pdf/​monotone_primer.pdf|A Primer on Monotone Operator Methods. Survey]]//. E. Ryu, S. Boyd//. Appl. Comput. Math., V.15, N.1, 2016, pp.3-43//
 +
 +//​[[https://​arxiv.org/​abs/​1606.04838|Optimization Methods for Large-Scale Machine Learning]]. Bottou, L., Curtis, F. E., & Nocedal, J. 2018.  ​

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