• Course code:63567
  • Credits:6
  • Semester: summer
  • Contents

Matrix and tensor algebra. Notation. Differentiation.

Theory. Gradient. Convexity. Strong convexity. Lipschitz continuity. Limits on convergence rate. Constrained optimization. Dual function. Dual problem. Strong duality. Slater’s condition. Karush-Kuhn-Tucker condition.

Optimization methods. Gradient. Stochastic gradient. Conjugate gradient. Quasi-Newton. Subgradient. Proximal gradient. Accelerated gradient. Interior-point methods. ADMM. Adaptive gradient methods.

  • Study programmes
  • Distribution of hours per semester
45
hours
lectures
30
hours
tutorials
  • Professor
Instructor
Room:R3.09 - Kabinet
Instructor
Room:R2.04 - Kabinet
Instructor
Room:R3.70 - Kabinet
Instructor
Room:R3.70 - Kabinet
Course Organiser
Room:R3.16 - Kabinet