This course will focus on fundamental subjects in convexity, duality, and convex optimization algorithms.
FREE
This course includes
Units & Quizzes
25
Unlimited Lifetime access
Access on mobile app
Certificate of Completion
The aim is to develop the core analytical and algorithmic issues of continuous optimization, duality, and saddle point theory using a handful of unifying principles that can be easily visualized and readily understood.
Course Currilcum
- The role of convexity in optimization Unlimited
- Convex sets and functions Unlimited
- Differentiable convex functions Unlimited
- Relative interior and closure Unlimited
- Recession cones and lineality space Unlimited
- Nonemptiness of closed set intersections Unlimited
- Review of hyperplane separation Unlimited
- Review of conjugate convex functions Unlimited
- Minimax problems and zero-sum games Unlimited
- Min common / max crossing Theorem III Unlimited
- Review of convex programming duality / counterexamples Unlimited
- Subgradients Unlimited
- Problem structure Unlimited
- Conic programming Unlimited
- Subgradient methods Unlimited
- Approximate subgradient methods Unlimited
- Review of cutting plane method Unlimited
- Generalized polyhedral approximation methods Unlimited
- Proximal minimization algorithm Unlimited
- Proximal methods Unlimited
- Generalized forms of the proximal point algorithm Unlimited
- Incremental methods Unlimited
- Review of subgradient methods Unlimited
- Gradient proximal minimization method Unlimited
- Convex analysis and duality Unlimited
Massachusetts Institute of Technology
5
⭐ Instructor rating
Followers
0
Following
0
Groups
0
Friends
0
