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Large-Scale Convex Optimization
Last Updated: 2026-02-05 16:38:17
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 |
|
2 h weekly |
| exercise | Large-Scale Convex Optimization |
|
1 h weekly |
Offered In
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Biomedical Engineering Master (Only courses offered under "GESS Science in Perspective" count in this category. See "Offered in" tab in course view. For more information, please refer to )
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Recommended Elective Courses (These courses are particularly recommended for the Bioelectronics track. Please consult your track adviser if you wish to select other subjects.)
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Track: 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.)
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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.)
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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.)
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Core Subjects (These core subjects are particularly recommended for the field of "Systems and Control".)
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Doctorate Information Technology and Electrical Engineering (A minimum of 12 ECTS credit points must be obtained during doctoral studies (also see sub-categories for details) More Information at )
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Subject Specialisation (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.)
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