Zev Woodstock, NC State, The Gospel of Proximal Calculus: Optimization for non-differentiable problems
SAS 4201This discussion includes an eclectic mix of convex analysis, subdifferential calculus, and nonlinear analysis. We will introduce modern theoretical tools and algorithms used to solve non-differentiable optimization problems across the sciences. This discussion will focus more on the theory, proofs, and analysis (not applications).