Optimization methods in statistics. 1000-1M19AOS
1) Introduction to convex optimization.
2) (Sub)- gradients methods and proximal methods.
3) Nesterov acceleration
4) Dual problems and primal-dual methods.
5) Alternative Directions Method of Multiplyers.
6) Stochastic methods
Type of course
Bibliography
Boyd and Vandenberghe, 2004. Convex Optimization. Cambridge University Press.
Rockafellar, 1998. Variational Analysis. Springer.
Tibshirani, 2015. Convex Optimization (Lecture notes). http://www.stat.cmu.edu/~ryantibs/convexopt-S15/.
Additional information
Information on level of this course, year of study and semester when the course unit is delivered, types and amount of class hours - can be found in course structure diagrams of apropriate study programmes. This course is related to the following study programmes:
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: