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Large-Scale Convex Optimization
Last Updated: 2026-06-01 11:33:04
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
Block course from 09.06.2025 - 20.06.2025; 10:00 - 16:00
|
|
2 h weekly |
| exercise |
Large-Scale Convex Optimization
Block course from 09.06.2025 - 20.06.2025; 10:00 - 16:00
|
No time listed | 1 h weekly |
Offered In
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Biomedical Engineering Master (Es können nur Kurse angerechnet werden, die unter der Kategorie "GESS – Wissenschaft im Kontext (SiP)" aufgeführt werden. Siehe Reiter "Angeboten in" in der Kursübersicht. Für mehr Information, siehe )
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Wahlfächer der Vertiefung (Diese Fächer sind für die Vertiefung in Bioelectronics besonders empfohlen. Bei abweichender Fächerwahl konsultieren Sie bitte den Track Adviser.)
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Wahlfächer (Von den angebotenen Wahlfächern müssen mindestens zwei Lerneinheiten erfolgreich abgeschlossen werden.)
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Vertiefung: 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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Vertiefungsfächer (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. Semester / Research Projects are not allowed in this category. A minimum of 40 credits must be obtained from specialization courses during the Master's Programme.)
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Fächer der Vertiefung (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. Semester / Research Projects are not allowed in this category.)
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Kernfächer (Diese Fächer sind besonders Empfohlen, um sich in "Systems and Control" zu vertiefen.)
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Doktorat Informationstechnologie und Elektrotechnik (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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Vertiefung Fachwissen (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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