CCIMI seminars
First-order methods for large scale optimisation problems – Convex optimization problems and optimality
With Stephen Becker, University of Colorado
First-order methods for large scale optimisation problems – Convex optimization problems and optimality
Part of the CCIMI short course ‘First-order methods for large scale optimisation problems’
Instructor: Stephen Becker, University of Colorado
Lecture 2: Convex optimization problems and optimality
Convex optimization problems are defined, and classical structured problems (LP, SOCP , SDP) are introduced. Topics include: duality, optimality, KKT conditions, sensitivity, strong duality, Slater’s conditions and other constraint qualifications, and degeneracy. There will be an interlude discussing example problems from machine learning, compressed sensing, and other fields.
- Speaker: Stephen Becker, University of Colorado
- Friday 08 June 2018, 14:00–16:00
- Venue: MR21, Centre for Mathematical Sciences.
- Series: CCIMI Short course: First-order methods for large scale optimisation problems; organiser: Rachel Furner.
