Lecture: Example: Piecewise Linear Minimization

Description

Lecture Description

Example: Piecewise Linear Minimization, ACCPM With Constraint Dropping, Epigraph ACCPM, Motivation (For Ellipsoid Method), Ellipsoid Algorithm For Minimizing Convex Function, Properties Of Ellipsoid Method, Example (Using Ellipsoid Method), Updating The Ellipsoid, Simple Stopping Criterion, Basic Ellipsoid Algorithm, Interpretation (Of Basic Ellipsoid Algorithm), Example (Of Ellipsoid Method)

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