Linear Systems and Optimization |
Convex Optimization II
Handouts
| Lecture Name | Lecture Slides | Lecture Notes | Matlab Files |
|---|---|---|---|
| 1. Subgradients | Lecture Slides | Lecture Notes | |
| 2. Subgradient Methods | Lecture Slides | Lecture Notes | Matlab Files |
| 3. Subgradient Methods for Constrained Problems | Lecture Slides | ||
| 4. Stochastic Subgradient Method | Lecture Slides | Lecture Notes | Matlab Files |
| 5. Localization and Cutting-plane Methods | Lecture Slides | Lecture Notes | |
| 6. Analytic Center Cutting-plane Method | Lecture Slides | Lecture Notes | Matlab Files |
| 7. Ellipsoid Method | Lecture Slides | Matlab Files | |
| 8. Ellipsoid Method Part II | Lecture Slides | Matlab Files | |
| 9. Primal and Dual Decomposition | Lecture Slides | Lecture Notes | Matlab Files |
| 10. Decomposition Applications | Lecture Slides | ||
| 11. Sequential Convex Programming | Lecture Slides | Matlab Files | |
| 12. Conjugate-gradient Method | Lecture Slides | Matlab Files | |
| 13. Truncated Newton Methods | Lecture Slides | Matlab Files | |
14. Methods for Convex-cardinality Problems
|
Lecture Slides | Matlab Files | |
15. Methods for Convex-cardinality Problems, Part II
|
Lecture Slides | Matlab Files | |
| 16. Model Predictive Control | Lecture Slides | Matlab Files | |
| 17. Stochastic Model Predictive Control | Lecture Slides | ||
| 18. Branch-and-Bound Methods | Lecture Slides | Lecture Notes | Python Files |
Additional Lecture Notes
| 1. Notes on relaxation and randomized methods for nonconvex QCQP |
| 2. Notes on convex-concave games and minimax |
| 3. Numerical linear algebra software |
Download complete set of course materials. (Includes all available handouts, assignments, exams, and computer software. Does not include video assets)
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Methods for Convex-cardinality Problems
Methods for Convex-cardinality Problems, Part II