First-order Methods in Optimization

7, 8 & 9 december 2021, Louvain-la-Neuve
driedaagse cursus met Amir Beck, Tel Aviv University
SOCN Graduate School

Explore the theory and application of a wide range of proximal-based methods

First, we will review the basic theoretical background from convex analysis needed to understand proximal-based methods, including subgradients, conjugate functions and proximal operators. Then, in the central part of the course, we will explore several algorithms, including proximal gradient, dual proximal gradient, acceleration techniques, smoothing approaches, block decomposition variants and various splitting methods, including Lagrangian-based methods. The theoretical emphasis will be on the complexity results. On the applied side, implementation issues and applications will be discussed.


  • 7 december 2021 – 9.45u – 17.45u,
    8 december 2021 – 9.45u – 16.45u
    & 9 december 2021 – 9.45u – 16.45u
  • Locatie: UCLouvain, Euler building, 4 Avenue Georges Lemaître, 1348 Louvain-la-Neuve (room A002, ground floor)
  • Taal: Engels
  • Doelgroep: onderzoekers


  • Voorwaarden: kennis van optimalisering (convexity, optimality conditions, duality…)

Klaar om te starten?

Alle praktische info vind je op de opleidingspagina van SOCN