Introductory Lectures on First-Order Convex Optimization - Lecture 1

Introductory Lectures on First-Order Convex Optimization - Lecture 1

International Centre for Theoretical Sciences via YouTube Direct link

Introductory lectures on first-order convex optimization Lecture 1

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1 of 18

Introductory lectures on first-order convex optimization Lecture 1

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Introductory Lectures on First-Order Convex Optimization - Lecture 1

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  1. 1 Introductory lectures on first-order convex optimization Lecture 1
  2. 2 Gradient based optimization
  3. 3 Complexity of implementing an oracle and Complexity of optimization given access to an oracle
  4. 4 Gradient Descent
  5. 5 Theorem
  6. 6 Remark
  7. 7 Proof
  8. 8 Rearrange and telescopic sum gives
  9. 9 Lower bounds: Theorem
  10. 10 Smoothness
  11. 11 Theorem
  12. 12 Proof
  13. 13 Nesterov's accelerated gradients algorithm
  14. 14 Estimate Sequences
  15. 15 Lemma
  16. 16 Proof
  17. 17 Observation
  18. 18 Compute

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