Continuous Algorithms - Sampling and Optimization in High Dimension

Continuous Algorithms - Sampling and Optimization in High Dimension

Simons Institute via YouTube Direct link

The difficulty of optimization

5 of 10

5 of 10

The difficulty of optimization

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Continuous Algorithms - Sampling and Optimization in High Dimension

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  1. 1 Intro
  2. 2 Sampling and Optimization
  3. 3 Optimization Cutting Plane method (building on Blipsoidalgorithm)
  4. 4 Rounding and Integration (Volume)
  5. 5 The difficulty of optimization
  6. 6 Interior-Point Method 2.0
  7. 7 Linear systems, LP, and Basic open problem in optimization Complexity of solving a linear system!
  8. 8 Back to Sampling
  9. 9 Riemannian Hamiltonian Montian Carlian
  10. 10 Template for continuous algorithms Find the right space 2. Find the right path

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