Proximal Methods Materials

Main Reference

Amir Beck, "First Order Methods in Optimization", SIAM MOS-Series

Lectures

1. Part 1 - theoretical background

2. Part 2 - Primal and dual-based proximal-based methods

3. Part 3 - Splitting methods

Additional Material

1. basic tables

2. list of convex optimization problems

3. solution to proximal subgradient/FDPG problem

HWs to be submitted (by June 24)

1. Part 1. Slide 45: code of exercise 6, exercises 8,9,10

2. Part 2. Slide 40. Exercise 0.

3. Part 2: Exercise 1 ( Slide 41), Exercise 3 ( Slides 71, 72)

4. Part 3: Exercise 2 (Slides 35, 36)