Advanced Convex Optimization class

APPM 5630 at CU Boulder Prof. Becker, Spring 2023. Meeting time: MWF 10:10 -- 11:00 AM, VAC 1B88

Office hours:

• Wed 3-5 PM and Thur 1-3 PM, hybrid (in my office or via zoom; see Canvas for zoom link)
• Our TA Jacob Spainhour's office hours are Thurs 11 AM to noon in ECCR 235 (also hybrid; see Canvas or Piazza for zoom link)

This repo contains in-class demos and some homework solutions (much of it is from Spring 2021 or even Fall 2018 when this class was taught as a special topics course 4720/5720)

• Here is the class policy/procedures document (and if you need it for some reason, the 2018 policies/syllabus (PDF)).
• Here is the syllabus (details on the content) document (and if you need it, the day-by-day schedule from Fall 2018 has even more details on what we covered)

List of previous semesters' class projects

• 2021 class projects
• 2018 class projects
• 2017 class projects.

We will follow instructors' notes. The supplementary texts we used most often:

• Convex Optimization by Boyd and Vandenberghe, Cambridge University Press 2004
• First-Order Methods in Optimization by Amir Beck, SIAM 2017, see also SIAM website
• Convex Analysis and Monotone Operator Theory in Hilbert Spaces by Bauschke and Combettes, 2nd edition, Springer 2017

More details on textbooks in the syllabus.