|
This course covers classical
optimization approaches (line search method, trust region method, quasi-newton method, penalty method, augmented Lagrangian method, etc...) and the algorithms (split bregman method, alternative direction method, etc...) developed to solve sparse optimization problems.
|
Instructor:
|
|
| Textbook and References | Numerical Optimization, Jorge Nocedal and Stephen J. Wright Convex Optimization, Boyd and Vandenberghe |
| HomeWork:
|
HW1, deadline: Oct. 25 HW2, deadline: Nov.10 HW3, deadline: Dec.8 HW4, deadline: Jan.10 |