Convex Optimization and Game Theory

PhD course @ Dutch Institute for Systems and Control (DISC)

Lecturers: Sergio Grammatico (TU Delft), Peyman Mohajerin Esfahani (TU Delft)

When: May-June 2021

Where: Online / "Cursus en Vergadercentrum Domstad", Koningsbergerstraat 9, 3531 AJ Utrecht, The Netherlands.

Course information: DISC course platform

Lecture slides:

  1. Convex Analysis

  2. Operator Theory

  3. Convex Optimization

  4. Monotone Game Theory

Reference material:

  • Bauschke, Combettes, "Convex analysis and monotone operator theory in Hilbert spaces", Springer, 2nd ed.

  • Berinde, "Iterative approximation of fixed points", Springer, 2nd ed.

  • Rockafellar, Wets, "Variational analysis", 3rd print.

  • Combettes, Pesquet, "Fixed-point strategies in data science", IEEE Trans. Signal Processing, 2021.

  • Ryu, Boyd, "A primer on monotone operator theory", Appl. Comp. Math., 2016.