| 1 |
Introduction |
Page |
CMU Lecture |
CMU Note |
| 2 |
Convex Sets |
Page |
Stanford Lecture |
Stanford Note |
| 3 |
Convex Functions |
Page |
Stanford Lecture |
Stanford Note |
| 4 |
Convex Optimization Basis |
Page |
CMU Lecture |
CMU Note |
| 5 |
Canonical Problems |
Page |
CMU Lecture |
CMU Note |
| 6 |
Gradient Descent |
Page |
CMU Lecture |
CMU Note |
| 7 |
Subgradient |
Page |
CMU Lecture |
CMU Note |
| 8 |
Subgradient Method |
Page |
CMU Lecture |
CMU Note |
| 9 |
Proximal Gradient Descent and Acceleration |
Page |
CMU Lecture |
CMU Note |
| 10 |
Duality in Linear Programs |
Page |
CMU Lecture |
CMU Note |
| 11 |
Duality in General Programs |
Page |
CMU Lecture |
CMU Note |
| 12 |
KKT Conditions |
Page |
CMU Lecture |
CMU Note |
| 13 |
Duality uses and correspondences |
Page |
CMU Lecture |
CMU Note |
| 14 |
Newton’s Method |
Page |
CMU Lecture |
CMU Note |
| 15 |
Barrier Method |
Page |
CMU Lecture |
CMU Note |
| 16 |
Duality Revisited |
Page |
CMU Lecture |
CMU Note |
| 17 |
Primal-Dual Interior-Point Methods |
Page |
CMU Lecture |
CMU Note |
| 18 |
Quasi-Newton Methods |
Page |
CMU Lecture |
CMU Note |
| 19 |
Proximal Netwon Method |
Page |
CMU Lecture |
CMU Note |
| 20 |
Dual Methods |
Page |
CMU Lecture |
CMU Note |
| 21 |
Alternating Direction Method of Mulipliers |
Page |
CMU Lecture |
CMU Note |
| 22 |
Conditional Gradient Method |
Page |
CMU Lecture |
CMU Note |
| 23 |
Coordinate Descent |
Page |
CMU Lecture |
CMU Note |
| 24 |
Mixed Integer Programming 1 |
Page |
CMU Lecture |
CMU Note |
| 25 |
Mixed Integer Programming 2 |
Page |
CMU Lecture |
CMU Note |