First-order methods for large scale optimisation problems - Convex analysis

Add to your list(s) Download to your calendar using vCal

• Stephen Becker, University of Colorado
• Monday 04 June 2018, 14:00-16:00
• MR12, Centre for Mathematical Sciences.

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 1: Convex analysis We introduce optimization with a few examples, and classify problems and discuss oracle models, then discuss convexity and differentiability. Basic analysis concepts will be reviewed as needed. Topics include: types of convexity, proximity operators, Fenchel-Legendre conjugates, convex relaxations, Moreau envelope, subgradients, Lipschitz continuity, and fundamental inequalities. There will be an interlude on programming using cvx or cvxpy (Matlab or Python, respectively) and verifying gradients, so bring a laptop.

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

This talk is included in these lists:

• All CMS events
• CCIMI
• CCIMI Seminars
• CCIMI Short course: First-order methods for large scale optimisation problems
• Cambridge Big Data
• Chris Davis' list
• MR12, Centre for Mathematical Sciences
• Trust & Technology Initiative - interesting events
• bld31
• ndk22's list
• rp587

Note that ex-directory lists are not shown.