Lecture: Convergence Proof, Stopping Criterion

Tim Papandreou - Stanford

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Lecture Description

Convergence Proof, Stopping Criterion, Example: Piecewise Linear Minimization, Optimal Step Size When F* Is Known, Finding A Point In The Intersection Of Convex Sets, Alternating Projections, Example: Positive Semidefinite Matrix Completion, Speeding Up Subgradient Methods, A Couple Of Speedup Algorithms, Subgradient Methods For Constrained Problems, Projected Subgradient Method, Linear Equality Constraints, Example: Least L_1-Norm

Course Description

Continuation of Convex Optimization I.

Topics include: Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch & bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications.

from course: Convex Optimization II


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