E0 350: Advanced Convex Optimization

• Term: January - April 2025.

• Credits: 3:1 

• Hours: Tu/Th, 10:00 - 11:30 hrs.

• Venue: B-308 (EE, 2nd floor).

• Instructor: Kunal Chaudhury. (kunal@iisc.ac.in)  

• Grading: project (20%), assignments: 20%, tests (20%), and final exam (40%). 

• Prerequisites: linear algebra and basic multivariate calculus.

• Topics: convex sets and functions, supporting and separating hyperplane theorems; smooth convex optimization; nonsmooth optimization, set-valued analysis; proximal algorithms; fixed-point theory, convergence.

• TA: Ishaq Hamza. (ishaqhamza@iisc.ac.in)

• Lecture notes:  draft.

• References:  Beck, Nesterov.