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