Stephen Boyd, Daniel Cederberg, Maximilian Schaller
(Stanford University)
Professor Stephen Boyd and PhD candidates Maximilian Schaller and Daniel Cederberg will deliver a five-day course at IMT Lucca on Convex Optimization. The short course will provide a practical introduction to convex optimization, covering problem formulation, applications, and coding (both by agents and participants). Hands-on sessions will make use of the powerful Python-based modeling framework CVXPY, to give participants direct experience formulating and solving real-world optimization problems. The course is ideal for researchers, engineers, and students who want to build a strong working foundation in convex optimization and hit the ground running in their own work.
• PhD students
• Master students
• Convex optimization fundamentals
• Disciplined convex programming, the key ingredient of CVXPY
• Applications: machine learning, portfolio optimization, control, image processing, and more
• Basic experience with Python (and possibly coding agents)