conjugate gradients

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1. 1▶Zoom Lecture 3, Convex sets and functions, 12 04 2021"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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2. 2▶Boosting stochastic optimization with SESOP"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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3. 3▶Accelerating SESOP: Preconditioning, Coordinate Descent, Majorization-Minimization"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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4. 4▶Preconditioning: Gradient Descent, Conjugate Gradients and SESOP"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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5. 5▶SESOP - Sequential Subspace Optimization. Part 2: Convergence properties"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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6. 6▶SESOP - Sequential Subspace Optimization. Part 1: Description of the method"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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7. 7▶Conjugate gradients 4: Derivation of CG method"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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8. 8▶Conjugate gradients 3: Conjugate directions; Expanding manifold"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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9. 9▶Conjugate gradients 1: Introduction"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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10. 10▶Conjugate gradients 2: Inner product; Gram-Schmidt orthogonalization"Introduction to Optimization" lectures, Michael ZibulevskyNotes
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11. 11▶Lecture 6. Local and global minimum. Sufficient and necessary unconstrained optimality conditionsIntroduction to OptimizationNotes
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12. 12▶Lecture 4-5: Convex sets and functionsIntroduction to OptimizationNotes
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13. 13▶Lecture 2-3: Derivatives of multivariate functions: Gradient and HessianIntroduction to OptimizationNotes
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14. 14▶Lecture 1b, Linear algebra refresh:Introduction to OptimizationNotes
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15. 15▶Lecture 1a, Introduction; Examples of unconstrained and constrained optimization problems:Introduction to OptimizationNotes
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16. 16▶Lecture 16 Conic programming 1Introduction to OptimizationNotes
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17. 17▶Lecture 15 Minimax theorem, game theory and Lagrange dualityIntroduction to OptimizationNotes
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18. 18▶Lecture 14 Lagrange multipliers and penalty function method. Augmented LagrangianIntroduction to OptimizationNotes
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19. 19▶Lecture 13. Summary of unconstrained optimization. Optimization with constraintsIntroduction to OptimizationNotes
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20. 20▶Lecture 12 Sequential subspace optimization (SESOP) method and Quasi-Newton BFGSIntroduction to OptimizationNotes
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