These notes are supplementary material to a “crash course” I am teaching in May of 2023. The topic is proximity operators and nonsmooth convex optimization. These notes are not meant to be used as a standalone resource. Please cite peer-reviewed material. Please send me typos and errors via e-mail. If you would like feedback on the homework exercises, please drop them off at my office (ZIB 3107).

• Lecture Notes 1 (The extended real line, inner products, norms, and optimization terminology)
• Lecture Notes 2 (Convexity)
• Lecture Notes 3 (Differentiability and Subdifferentials)
• Lecture Notes 4 (Proximity operators)
• Lecture Notes 5 (Splitting algorithms with practical notes)

For your convenience: Lecture Notes (all in one PDF)