Nonconvex Optimization in Matrix Optimization and Distributionally Robust Optimization

Nonconvex Optimization in Matrix Optimization and Distributionally Robust Optimization

Institute for Pure & Applied Mathematics (IPAM) via YouTube Direct link

Intro

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1 of 14

Intro

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Nonconvex Optimization in Matrix Optimization and Distributionally Robust Optimization

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  1. 1 Intro
  2. 2 Outline
  3. 3 Nonconvex Complexity Motivation and Context
  4. 4 Unconstrained Nonconvex Complexity
  5. 5 Algorithms for Smooth Nonconvex Optimization
  6. 6 Operation Complexity
  7. 7 Line Search Newton CG Procedures Royer, O'Neill
  8. 8 Complexity Results
  9. 9 Computational Results
  10. 10 Nonconvex Optimization in ML
  11. 11 Example Matrix Completion (Symmetric)
  12. 12 Sketch of the Algorithm
  13. 13 Smoothing the Ramp Loss Function
  14. 14 Summary

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