Large Scale Optimization

>> Module Contributor

Constantine Caramanis

Professor

Department of Electrical and Computer Engineering

The University of Texas at Austin

Aryan Mokhtari

Assistant Professor

Department of Electrical and Computer Engineering

The University of Texas at Austin

>> Module Details

Topic

Notes

1. Basics of optimization

Lecture 1

Lecture 2

Lecture 3

2. First order methods smooth unconstrained optimization

Lecture 4

Lecture 5

Lecture 6

3. First order methods smooth constrained optimization

Lecture 7

Lecture 8

Lecture 9

4. First order methods non-smooth optimization

Lecture 10

Lecture 11

5. First order localization methods

Lecture 12

6. Proximal methods

Lecture 13

Lecture 14

7. Mirror descent algorithm

Lecture 15

8. Dual based methods

Lecture 16

9. Newton and Interior point methods

Lecture 17

Lecture 18

Lecture 19

10. Conjugate gradient algorithm

Lecture 20

11. Quasi Newton methods

Lecture 21

Lecture 22

Lecture 23

12. Cubic regularized Newton method

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