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227-0690-11L 4 Credits DR , MSC D-HEST , D-MAVT , D-PHYS , D-ITET

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Large-Scale Convex Optimization

Does not take place this semester.

VVZ CR 4.0

Last Updated: 2026-02-05 16:08:05

Abstract

Convex optimization has revolutionized modern decision making and underpins many scientific and engineering disciplines. To enable its use in modern large-scale applications, we require new analytical methods that address limitations of existing solutions. This course is intended to provide a comprehensive overview of convex analysis and numerical methods for large-scale optimization.

Objective

Students should be able to apply the fundamental results in convex analysis and numerical methods to analyze and solve large-scale convex optimization problems.

Content

Convex analysis and methods for large-scale optimization. Topics will include: convex sets and functions ; duality theory ; optimality and infeasibility conditions ; structured optimization problems ; gradient-based methods ; operator splitting methods ; distributed and decentralized optimization ; applications in various research areas.

Resources

Lecture Notes

Available on the course Moodle platform.

General Information

Language: English
Levels: DR , MSC
Frequency: Yearly recurring

Examination

Type: graded semester performance

Course Components

Type	Title	Time & Place	Hours
lecture	Large-Scale Convex Optimization Does not take place this semester.	No time listed	2 h weekly
exercise	Large-Scale Convex Optimization Does not take place this semester.	No time listed	2 h weekly

Offered In

Biomedical Engineering Master
- Major Courses
  - Bioelectronics
    - Recommended Elective Courses (These courses are particularly recommended for the Bioelectronics track. Please consult your track adviser if you wish to select other subjects.)
Electrical Engineering and Information Technology Master
- Master Studies (Programme Regulations 2018)
  - Systems and Control (The core courses and specialization courses below are a selection for students who wish to specialize in the area of "Systems and Control", see . The individual study plan is subject to the tutor's approval.)
    - Specialization Courses (These specialization courses are particularly recommended for the area of "Systems and Control", but you are free to choose courses from any other field in agreement with your tutor. A minimum of 40 credits must be obtained from specialization courses during the Master's Programme.)
- Master Studies (Programme Regulations 2008)
  - Major Courses (A total of 42 CP must be achieved form courses during the Master Program. The individual study plan is subject to the tutor's approval.)
    - Systems and Control
      - Core Subjects (These core subjects are particularly recommended for the field of "Systems and Control".)
Doctorate Information Technology and Electrical Engineering (More Information at: )
- Subject Specialisation (A minimum of 12 ECTS credit points must be obtained during doctoral studies (also see other categories for details) The courses on offer below are but a small selection out of a much larger available number of courses. Please discuss your course selection with your PhD supervisor.)