MATH 516: Convex Analysis and Nonsmooth Optimization

Instructor Information

Instructor: Dmitriy Drusvyatskiy
Lecture: MW 9:00-10:20 AM in a Zoom chatroom
Office hours: F 1:00-2:00 PM in a Zoom chatroom
Email: ddrusv at uw.edu

Teaching Assistant Information

TA: Zhan Shi
Office hours: W 1:00-2:00 PM in a Zoom chatroom
Email: zhansh at uw.edu

Lecture, Office Hours, and discussion board

Both the lecture and the office hours will take place through Zoom. You have a free subscription to Zoom through U. Washington. Those registered for the course will receive an email on March 25th with the instructions for how to join the Lecture and Office hours. If you are registed for the course and did not receive the email or are not registered and would like to audit, please send me an email. I am also enabling a discussion boarad for the course through Piazza. You will receive an email with instructions on how to register.

Course Description

This is an introductory course in convex analysis and nonsmooth optimization. We will cover elements of convex geometry and analysis, (stochastic) first-order methods for convex optimization, introductory variational analysis, and algorithms for nonsmooth and nonconvex optimization problems.

We will primarily use the evolving course notes (written by the instructor) posted on this webpage:

Some relevent textbooks are the following.

Requirements and Grading

Collaboration

You may work together on problem sets, but you must write up your own solutions. You must also cite any resources which helped you obtain your solutions.

Weakly Schedule/Notes (evolving)

The following is a very rough schedule for the course that will evolve as the term progresses.