This can be reading or research project on smooth or nonsmooth convex optimization algorithms in various applications. Both analysis and implementation will be covered.

• References: Introductory Lectures on Convex Programming by Nesterov
• Prerequisites: Solid knowledge on linear algebra
• Meetings: once per week or every other week
• Type: Reading, Research
• Size: Single student

Instructor: Xiangxiong Zhang, Applied Math, Purdue University