amkatrutsa/cvx_opt_sda

Convex optimization course in Yandex School of Data Analysis

Convex analysis and optimization, Fall 2020

1. Convex sets
2. Conjugate sets
3. Optimality conditions
4. Intro to duality
5. Intro to numerical methods and gradient descent
6. Subgradient method and accelerated gradient methods
7. Intro to penalty methods
8. Proximal methods
9. Smoothing techniques
10. ADMM
11. Newton method and quasi-Newton methods [lecture, seminar]
12. Mirror descent [lecture, seminar]