A Course on First-Order, Operator Splitting, and Coordinate Update Methods for Optimization

  • Instructor: Wotao Yin

Lectures

  1. Course overview

  2. Introduction to optimization

  3. Subgradient

  4. Proximal operators and algorithms

  5. Convergence of fixed-point iterations

  6. Operator splitting, Diagram derivation, Algebraic derivation

  7. Convex duality (short intro), Monotone operators and duality, Operator splitting and duality

  8. Coordinate update algorithms, TMAC package, Use Git for coding and writing

  9. Spin-off: Nonconvex ADMM

References:

Related software: TMAC


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