Convex Optimization Algorithms via Monotone Operators (Draft) by Ryu and Yin

Book Cover
Convex Optimization Algorithms via Monotone Operators (Draft)
Ernest K. Ryu and Wotao Yin


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This is the draft of Convex Optimization Algorithms via Monotone Operators. Please let us know if you have any suggestions or have found any mistakes.

The draft of this book has been used in SNU's 3341.454 (Mathematical and Numerical Optimization) and UCLA's Math 285J (A First Course on Large-Scale Optimization Methods).


Lecture Slides

  1. Introduction
  2. Monotone operators and base splitting schemes
  3. Primal-dual methods
  4. Parallel computing
  5. Stochastic coordinate update methods
  6. Asynchronous coordinate update methods
  7. Stochastic optimization
  8. ADMM-type methods
  9. Duality in splitting methods
  10. Maximality and monotone operator theory
  11. Distributed and decentralized optimization
  12. Acceleration
  13. Scaled relative graphs

Lecture Videos

To be released.