Advanced Convex Optimization class

APPM 5630 at CU Boulder Prof. Becker, Spring 2021. Meeting time: MWF 10:20 -- 11:10 AM, ECCR 265 (NOT in ECCR 1B40 anymore). COVID-19 details: this class is currently scheduled to meet remotely in January but might meet in person starting mid-February depending on COVID-19 status.

Office hours:

• For weeks in which HW is due, office hours are 11:15 AM - 12:15 PM Wednesday (right after class), 3-5 PM Thursday, and 1-2 PM Friday.
• For all other weeks, office hours are only 3-5 PM Thursday.

This repo contains in-class demos and some homework solutions (much of it is from Fall 2018 when this class was taught as a special topics course 4720/5720)

• Here is the class policy/procedures document (and if you need it for some reason, the 2018 policies/syllabus (PDF)).
• Here is the syllabus (details on the content) document (and if you need it, the day-by-day schedule from Fall 2018 has even more details on what we covered)

Here is a list of 2018 class project topics in a nice PDF, as well as 2017 class projects.

We will follow instructors' notes. The supplementary texts we used most often:

• Convex Optimization by Boyd and Vandenberghe, Cambridge University Press 2004
• First-Order Methods in Optimization by Amir Beck, SIAM 2017, see also SIAM website
• Convex Analysis and Monotone Operator Theory in Hilbert Spaces by Bauschke and Combettes, 2nd edition, Springer 2017

More details on textbooks in the syllabus.