Modern Convex Optimization

• Grant number: 22/15474-7
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: February 01, 2023
• End date: January 31, 2024
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Paulo José da Silva e Silva
• Grantee: Daniel Yamamoto Damico
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 18/24293-0 - Computational methods in optimization, AP.TEM

Abstract

Modern convex optimization is experiencing a resurgence, playing a key role in solving the huge new problems of different areas such as Data Science or energy generation with renewable sources. In this project we will study convex optimization from a modern point of view based on Drusvyatskiy's recent monograph ``Convex Analysis and Nonsmooth Optimization''. The aim is to give the student the necessary tools to tackle modern topics such as control problems and machine learning.