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"Introduction to Optimization" lectures, Michael Zibulevsky

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Zoom Lecture 3, Convex sets and functions, 12 04 2021

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Boosting stochastic optimization with SESOP

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Accelerating SESOP: Preconditioning, Coordinate Descent, Majorization-Minimization

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Preconditioning: Gradient Descent, Conjugate Gradients and SESOP

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SESOP - Sequential Subspace Optimization. Part 2: Convergence properties

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SESOP - Sequential Subspace Optimization. Part 1: Description of the method

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Conjugate gradients 4: Derivation of CG method

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Conjugate gradients 3: Conjugate directions; Expanding manifold

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Conjugate gradients 1: Introduction

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Conjugate gradients 2: Inner product; Gram-Schmidt orthogonalization

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