/Convex-Optimization

Implementation of Convex Optimization algorithms

Primary LanguagePython

Convex-Optimization

This Repo consist of the assignments of 'Convex Optimization' course by Professor Francesco Orabona offered in Spring 2018 at StonyBrook University

Assignment 1

  • Gradient descent
  • Bi-section method
  • Backtracking line search

Assignment 2

  • BFGS algorithm

Assignment 3

  • Optimized the linear programming problem

Assignment 4

  • Subgradient Descent
  • Stochastic subgradient descent
  • Stochastic Adagrad