Seminar: Applied Optimization

FS 2023

The theme of this seminar will be modeling optimization problems for real-world applications. We will investigate practical aspects of issues frequently arising through approximation and fitting, statistical estimation, or geometric tasks. The focus is on formulating problems in a way that will enable guarantees for the optimization, e.g., finding solutions through a convex optimization problem.

The first half of the seminar will be devoted to mastering the required theoretical fundamentals by solving some related tasks. In contrast, the second half will be more practical by implementing the learned content in small example projects.

The course is recommended for students who have already attended the course "Applied Optimization". Students without prior education in optimization can also participate in the seminar but might need to catch up with some fundamental concepts, e.g., convexity or KKT conditions.

The seminar will be based on Part II of the book "Convex Optimization" by Boyd and Vandenberghe.


Convex Optimization by Boyd and Vandenberghe