amkatrutsa/cvx_opt_masters

Convex optimization course for AI (ex Ozon) Masters

Convex optimization, @Masters, Fall 2022

• Spring 2021
• Fall 2022

1. Convex sets
2. Dual cones
3. Automatic differentiation and convex functions
4. Non-smooth convex functions and subdifferential. Conjugate functions
5. Optimality conditions
6. Duality
7. Intro to numerical methods. Gradient descent
8. Accelerated gradient methods
9. Stochastic first-order methods
10. Newton and quasi-Newton methods
11. Proximal methods
12. Penalty methods and ADMM
13. Interior-point methods