Shuvomoy Das Gupta
These are my handwritten notes that I took during my graduate studies on the topic of monotone operator theory and operator splitting based on Convex Analysis and Monotone Operator Theory in Hilbert Spaces by Bauschke and Combettes. I hosted the notes on my website but did not provide any external link on the menu for some time as I assumed that no one other than me would read these notes. But during INFORMS annual meeting 2024, Anh Duc Nguyen, who is a brilliant undergraduate student at the National University of Singapore approached me and told me that he read those notes and found those very useful! Hence, I am putting an external link to those notes here, in case someone find them useful in the future.
Notes on monotone operator theory
Notes on convex optimization
These notes are based on the course EE364b
4. Subgradient methods for constrained optimization problems
21. Operator splitting algorithms, Douglas-Rachford splitting