Bundle Method Solutions for Non-smooth Convex Optimization
Alexandre Belloni
Tue, Thu, Jan 4, 6, 11, 13, 18, 20, 25, 27, 01-02:30pm, E51-057
No enrollment limit, no advance sign up
Participants welcome at individual sessions (series)
Bundle Methods have been extensively used to solve non-smooth convex optimization problems efficiently in practice. The class will provide a graduate level introduction to these methods.
Contact: Alexandre Belloni, belloni@mit.edu
Sponsor: Operations Research Center
Latest update: 16-Dec-2004
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