First Order Primal-Dual Optimization Methods

What it is about

In this module you will learn modern First-Order Primal-Dual optimization methods. You will understand how simple iterative schemes with primal-dual decompositions can be combined to design efficient, structure-exploiting algorithms for large-scale problems, and you will be able to apply and further investigate these methods.

What you will be able to do

• Apply important classes of First-Order Primal-Dual methods
• Investigate and evaluate the underlying theories and concepts
• Be prepared to independently follow current developments and applications

What the module consists of

• VorlesungConveying theory and methodology
• ÜbungenApplication and exercises for deepening understanding

Teaching method

• lectureConveying content and theory
• exercisesPractice methods and solution techniques
• course homepage on moodleProvision of materials and information
• lecture notesReview and learning support