Seminar: Applications of convex optimization

Priv.-Doz. Dr. Ari-Pekka Perkkiö

Schedule and Venue

Dr. Ari-Pekka Perkkiö
Wednesday 10-12
First seminar: 18.10.2023
B121 (Quantlab)

Registration: Please register to the seminar by sending an email to the lecturer. In the first seminar, the schedule and presentation topics will be fixed.

Each participants of the seminar will give a ca 45 minute talk on a topic where methods of convex optimization play a central role. The actual topics will be chosen according to the interests of the participants, e.g., financial mathematics, approximate dynamic programming, continuum mechanics, optimal control, statistics and machine learning.

  • 15.11. Duality in Optimization (Hakim)
  • 22.11. Optimal transport 1 (Eduardo)
  • 29.11. Optimal transport 2 (Emilie)
  • 6.12. NO SEMINAR
  • 13.12. SDDP 1 (Eva)
  • 20.12. Support vector machines (Emilie)
  • 10.1. Free
  • 17.1. SDDP 2 (Gabriele)
  • 24.1. Exponential Families (Marleen)
  • 31.1. Random neural networks (Chen)
  • 6.2. Free

Target Participants: Bachelor and Master students in Mathematics and Financial and Insurance Mathematics.

Pre-requisites: Optimierung

Applicable credits: 3 or 6 ECTS (depending on your study programme)