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 |