Continuous optimization

MATH-329

MediaSpace channel for this course (lecture videos)

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There, you can already find old videos from 2021, but the course evolved since then.

This semester, the lectures will be recorded and posted to the channel, but there will be a potentially long delay to allow for post-processing.

MATH-329 Continuous optimization

Lecture 09d - Constraint qualifications examples and LICQ

11.12.2024, 09:40

Lecture 09c - Properties of that cone and linear case

11.12.2024, 08:57

Lecture 09b - The cone of linearized feasible directions

11.12.2024, 08:40

Lecture 09a - Equality and inequality constraints

11.12.2024, 08:28

Lecture 08e - Projected gradient descent proof of theorem

05.12.2024, 09:16

Lecture 08d - Projected gradient descent setup and Proj

05.12.2024, 09:13

Lecture 08c - Tangent cones to convex sets

05.12.2024, 09:10

Lecture 08b - Optimal sets for convex problems

05.12.2024, 09:09

Lecture 08a - Convex sets and optimality conditions

05.12.2024, 09:08

Lecture 07e - Constrained optimality conditions

05.12.2024, 09:05

Lecture 07d - Tangent cones examples

05.12.2024, 09:02

Lecture 07c - Tangent cones definition

05.12.2024, 09:00

Lecture 07b - Constrained optimization nomenclature

05.12.2024, 08:58

Lecture 07a - Constrained optimization intro

05.12.2024, 08:57

Lecture 06d - TRS From CG to tCG

05.12.2024, 08:56

Lecture 06c - TRS From GD to CG

05.12.2024, 08:55

Lecture 06b - TRS Toward conjugate gradients

05.12.2024, 08:52

Lecture 06a - Trust-region subproblem: Context

05.12.2024, 08:50

Lecture 05d - Trust regions global convergence

26.11.2024, 10:23

Lecture 05c - Trust region subproblem Cauchy

26.11.2024, 09:55

Lecture 05b - Trust regions the algorithm

26.11.2024, 09:46

Lecture 05a - Trust regions moving away from Newtons method

26.11.2024, 09:20

Lecture 04c - Constructing Newton's method

11.11.2024, 08:49

Lecture 04b - Linear algebra preliminaries

11.11.2024, 08:44

Lecture 04a - Newton's method - introduction

11.11.2024, 08:36

Lecture 03d - Gradient descent with strong convexity

11.11.2024, 08:36

Lecture 03c - Differentiable convex functions

11.11.2024, 08:33

Lecture 03b - Recognizing convex functions

11.11.2024, 08:31

Lecture 03a - Convex functions - first contact

11.11.2024, 08:29

Lecture 02c - Line-search

11.11.2024, 08:27

Lecture 02b - Gradient descent

11.11.2024, 08:26

Lecture 02a - Lipschitz continuous gradient

11.11.2024, 08:23

Lecture 01c - Rules and goals

06.11.2024, 11:35

Lecture 01b - Context and applications

06.11.2024, 10:55

Lecture 01a - Logistics

06.11.2024, 10:35

MATH-329 Continuous optimization

Lecture 09d - Constraint qualifications examples and LICQ

11.12.2024, 09:40

Lecture 09c - Properties of that cone and linear case

11.12.2024, 08:57

Lecture 09b - The cone of linearized feasible directions

11.12.2024, 08:40

Lecture 09a - Equality and inequality constraints

11.12.2024, 08:28

Lecture 08e - Projected gradient descent proof of theorem

05.12.2024, 09:16

Lecture 08d - Projected gradient descent setup and Proj

05.12.2024, 09:13

Lecture 08c - Tangent cones to convex sets

05.12.2024, 09:10

Lecture 08b - Optimal sets for convex problems

05.12.2024, 09:09

Lecture 08a - Convex sets and optimality conditions

05.12.2024, 09:08

Lecture 07e - Constrained optimality conditions

05.12.2024, 09:05

Lecture 07d - Tangent cones examples

05.12.2024, 09:02

Lecture 07c - Tangent cones definition

05.12.2024, 09:00

Lecture 07b - Constrained optimization nomenclature

05.12.2024, 08:58

Lecture 07a - Constrained optimization intro

05.12.2024, 08:57

Lecture 06d - TRS From CG to tCG

05.12.2024, 08:56

Lecture 06c - TRS From GD to CG

05.12.2024, 08:55

Lecture 06b - TRS Toward conjugate gradients

05.12.2024, 08:52

Lecture 06a - Trust-region subproblem: Context

05.12.2024, 08:50

Lecture 05d - Trust regions global convergence

26.11.2024, 10:23

Lecture 05c - Trust region subproblem Cauchy

26.11.2024, 09:55

Lecture 05b - Trust regions the algorithm

26.11.2024, 09:46

Lecture 05a - Trust regions moving away from Newtons method

26.11.2024, 09:20

Lecture 04c - Constructing Newton's method

11.11.2024, 08:49

Lecture 04b - Linear algebra preliminaries

11.11.2024, 08:44

Lecture 04a - Newton's method - introduction

11.11.2024, 08:36

Lecture 03d - Gradient descent with strong convexity

11.11.2024, 08:36

Lecture 03c - Differentiable convex functions

11.11.2024, 08:33

Lecture 03b - Recognizing convex functions

11.11.2024, 08:31

Lecture 03a - Convex functions - first contact

11.11.2024, 08:29

Lecture 02c - Line-search

11.11.2024, 08:27

Lecture 02b - Gradient descent

11.11.2024, 08:26

Lecture 02a - Lipschitz continuous gradient

11.11.2024, 08:23

Lecture 01c - Rules and goals

06.11.2024, 11:35

Lecture 01b - Context and applications

06.11.2024, 10:55

Lecture 01a - Logistics

06.11.2024, 10:35