Optimization (Summer term 2022)
We will give with this lecture an introduction to basics of convex optimization theory in infinite dimensional spaces.
In particular, the following properties are covered
- Convex functions
- Constrained minimization problems
- Convex conjugates
- Proximal maps
- Primal and dual problem formulation
- Minimization schemes, in particular splitting approaches
Exercises:
- One exercises sheet per week;
- Minimum 60 % of the exercises required for participating at the final exam.
| 
