First-order methods for large scale optimisation problems - Convex optimization problems and optimality
- đ¤ Speaker: Stephen Becker, University of Colorado
- đ Date & Time: Friday 08 June 2018, 14:00 - 16:00
- đ Venue: MR21, Centre for Mathematical Sciences
Abstract
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.
Series This talk is part of the CCIMI Short course: First-order methods for large scale optimisation problems series.
Included in Lists
- All CMS events
- All Talks (aka the CURE list)
- bld31
- Cambridge Centre for Data-Driven Discovery (C2D3)
- Cambridge talks
- CCIMI
- CCIMI Seminars
- CCIMI Short course: First-order methods for large scale optimisation problems
- Chris Davis' list
- CMS Events
- custom
- DPMMS info aggregator
- DPMMS lists
- DPMMS Lists
- Guy Emerson's list
- Hanchen DaDaDash
- Interested Talks
- MR21, Centre for Mathematical Sciences
- ndk22's list
- ob366-ai4er
- rp587
- School of Physical Sciences
- Statistical Laboratory info aggregator
- Trust & Technology Initiative - interesting events
- yk449
Note: Ex-directory lists are not shown.
![[Talks.cam]](/static/images/talkslogosmall.gif)

Stephen Becker, University of Colorado
Friday 08 June 2018, 14:00-16:00