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Course handouts:
- Course Organization .html.
- Course Survey: .pdf.
Lectures:
- Cone programming .pdf
- Conic duality .pdf
- Interior point methods .pdf
- Applications of semidefinite programming .pdf
- Sums of squares .pdf
- Proximal gradient methods .pdf
- Fast proximal gradient methods .pdf
- Smoothing: conjugate functions and the minimization of nonsmooth
functions .pdf
- Moreau-Yosida regularization and proximal minimization .pdf
- Dual proximal gradient methods .pdf
- Augmented Lagrangian methods .pdf
- Alternative direction method of multipliers (ADMM) .pdf
- Consensus optimization .pdf
- Gradient method with non-Euclidean distances
.pdf
- Minimization of strongly convex functions .pdf
Students' presentations (Winter 2011):
- Adaptive restarting for first-order pptimization methods by
Brendan: .pdf
- Accelerating Nesterov's method for strongly convex functions by
Hao and Xiangrui: .pdf
- Global optimization with polynomials by Geoffrey and Stephen: .pdf
- Robust Principal Component Analysis (and applications) by Borja
and Ivan: .pdf
- Semi-definite representation: for fun and profit by Ralph:
.pdf
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