Vue d'ensemble
Mathématiques et Statistiques (Sci) : Introduction to convex analysis and convex optimization: Convex sets and functions, subdifferential calculus, conjugate functions, Fenchel duality, proximal calculus. Subgradient methods, proximal-based methods. Conditional gradient method, ADMM. Applications including data classification, network-flow problems, image processing, convex feasibility problems, DC optimization, sparse optimization, and compressed sensing.
Terms: Hiver 2025
Instructors: Paquette, Courtney (Winter)