Introductory Lectures on First-Order Convex Optimization - Lecture 1
International Centre for Theoretical Sciences via YouTube
Overview
Syllabus
Introductory lectures on first-order convex optimization Lecture 1
Gradient based optimization
Complexity of implementing an oracle and Complexity of optimization given access to an oracle
Gradient Descent
Theorem
Remark
Proof
Rearrange and telescopic sum gives
Lower bounds: Theorem
Smoothness
Theorem
Proof
Nesterov's accelerated gradients algorithm
Estimate Sequences
Lemma
Proof
Observation
Compute
Taught by
International Centre for Theoretical Sciences