Large-Scale Convex Optimization: Algorithms & Analyses via Monotone Operators

Large-Scale Convex Optimization: Algorithms & Analyses via Monotone Operators by Ernest K. Ryu and Wotao Yin Published with Cambridge University Press Download pdf

If you find an error not listed in our errata list, please do let us know about it.

This book has been used in SNU's 3341.454, UCLA's Math 285J, and Stanford's EE 392F.

Lecture Videos and Slides

• Announcement (video)

• Ch1. Introduction and Preliminaries (slides | video)

• Ch2. Monotone operators and base splitting schemes (slides)

  • Set-valued operators (video)

  • Monotone operators (video)

  • Nonexpansive and averaged operators, Fixed-point iteration (video)

  • Resolvent (video)

  • Proximal point method, Operator splitting (video)

  • Variable metric methods (video)

• Ch3. Primal-dual methods (slides | code1 | code2)

  • Infimal postcomposition technique (video)

  • Dualization technique (video)

  • Variable metric technique (video)

  • Gaussian Elimination Technique (video)

  • Linearization technique (video)

• Ch4. Parallel computing (slides | video)

• Ch5. Stochastic coordinate update methods (slides | video)

• Ch6. Asynchronous coordinate update methods (slides)

• Ch7. Stochastic optimization (slides)

• Ch8. ADMM-type methods (slides)

  • FLiP-ADMM (video)

  • Derived ADMM-type methods (video)

• Ch9. Duality in splitting methods (slides | video)

• Ch10. Maximality and monotone operator theory (slides)

• Ch11. Distributed and decentralized optimization] (slides | video)

• Ch12. Acceleration (slides)

• Ch13. Scaled relative graphs (slides)

Instructor's resources

• LaTeX source code of lecture slides

• Contact your local rep of Cambridge University Press to request an instructor's examination copy

• Errata list

Bookstores

Cambridge University Press, Amazon, Barnes&Noble, Walmart, EBay