Convex Optimization I

Overview Contents: Introduction - Guest-Logistics, Convex Functions - Vector Composition - Optimal And Locally Optimal Points - Linear-Fractional Program - Generalized Inequality Constraints - Lagrangian, Lagrange Dual Function - Complementary Slackness - Applications Section Of The Course-Statistical Estimation - Continue On Experiment Design - Linear Discrimination (Cont.),LU Factorization (Cont.) - Algorithm Section Of The Course - Continue On Unconstrained Minimization - Newton - Logarithmic Barrier-Interior-Point Methods

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24:00:05 Hours

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English

Last updated

Sun, 07-Aug-2022

Course description

  • to give students the tools and training to recognize convex optimization problems that arise in applications

  • to present the basic theory of such problems, concentrating on results that are useful in computation

  • to give students a thorough understanding of how such problems are solved, and some experience in solving them

  • to give students the background required to use the methods in their own research work or applications

What will i learn?

Requirements

skill expert

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Free

Lectures

19

Skill level

Beginner

Expiry period

Lifetime

Certificate

Yes
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