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SUMMARY:First-order methods for large scale optimisation problems - Convex
  analysis - Stephen Becker\, University of Colorado
DTSTART:20180604T130000Z
DTEND:20180604T150000Z
UID:TALK104548@talks.cam.ac.uk
CONTACT:Rachel Furner
DESCRIPTION:Part of the CCIMI short course 'First-order methods for large 
 scale optimisation problems'\n\nInstructor: Stephen Becker\, University of
  Colorado\n\nLecture 1: Convex analysis\nWe introduce optimization with a 
 few examples\, and classify problems and discuss oracle models\, then disc
 uss convexity and differentiability. Basic analysis concepts will be revie
 wed as needed. Topics include: types of convexity\, proximity operators\, 
 Fenchel-Legendre conjugates\, convex relaxations\, Moreau envelope\, subgr
 adients\, Lipschitz continuity\, and fundamental inequalities.  There will
  be an interlude on programming using cvx or cvxpy (Matlab or Python\, res
 pectively) and verifying gradients\, so bring a laptop.
LOCATION:MR12\, Centre for Mathematical Sciences
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