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First-order methods for large scale optimisation problems - Convex optimization problems and optimality

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If you have a question about this talk, please contact Rachel Furner.

Part of the CCIMI short course ‘First-order methods for large scale optimisation problems’

Instructor: Stephen Becker, University of Colorado

Lecture 2: Convex optimization problems and optimality Convex optimization problems are defined, and classical structured problems (LP, SOCP , SDP) are introduced. Topics include: duality, optimality, KKT conditions, sensitivity, strong duality, Slater’s conditions and other constraint qualifications, and degeneracy. There will be an interlude discussing example problems from machine learning, compressed sensing, and other fields.

This talk is part of the CCIMI Short course: First-order methods for large scale optimisation problems series.

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