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Professor Radu Bot: Lecture series on Numerial methods for large scale convex optimization: May 16-19

Time: Mon 2016-05-16 16.15

Location: Room 3418, Lindstedtsvägen 25, KTH

Participating: Professor Radu Bot, Faculty of Mathematics University of Vienna

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Dear Colleagues,
Professor Radu Bot is visiting from Vienna and he will give a lecture series on Recent advances in numerical algorithms for convex optimization. The first lecture is on May 16 at 16-18 in 3418, Lindstedtsvägen 25.

The lecture series consists of 4 lectures and a two hour workshop. More information on content and tentative schedule can be found here:

people.kth.se/~johan79/Courses/Splitting_Methods.pdf

PhD students can also take this as a PhD course (3 ECTS). Please send me an email if you plan to take this as a PhD course.

Best regards,
Johan Karlsson

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Lecturer:
Radu Ioan Bot
Faculty of Mathematics
University of Vienna

Course overview: The aim of the lecture series is to present the state-of-the-art in the field of numerical algorithms for convex optimization. We will start by pre-senting some fundamental elements of convex analysis, we will go through standard numerical methods for convex optimization problems and will close with an overview of the latest developments in this field. A particular emphasis will be put on the role of the splitting paradigm in the framework of solving nonsmooth convex optimization problems with complex structures. The theoretical considerations will be illustrated by numerical experiments in the context of solving problems arising in real-life applications.