/cvx_opt_sda2021

Convex optimization course in Yandex School of Data Analysis

Primary LanguageJupyter NotebookMIT LicenseMIT

Convex optimization course, Yandex SDA 2021

  1. Introduction to duality theory (lecture)
  2. Gradient descent, subgradient method and step size selection rules (seminar)
  3. Accelerated gradient methods and proximal methods (seminar)
  4. ADMM (seminar)
  5. Introduction to interior poit methods (seminar)
  6. Mirror descent (seminar)
  7. Smoothing (seminar)
  8. Coordinate descent (seminar)