Stephen Wright: Fundamentals of Optimization in Signal Processing

Explore the second lecture in a series on optimization fundamentals for signal processing, delivered by Stephen Wright. Delve into key topics including group sparsity, matrix inference problems, and various optimization algorithms. Learn about non-overlapping groups, tree-structured groups, and nuclear norm regularization. Examine steepest descent methods, backtracking, and convergence rates for different scenarios. Discover multistep methods like the Heavy-Ball algorithm and conjugate gradient, and gain insights into accelerated first-order methods. This comprehensive lecture provides essential knowledge for tackling complex optimization challenges in signal processing applications.