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SUMMARY:First-order methods for large scale optimisation problems - Convex
  optimization problems and optimality - Stephen Becker\, University of Col
 orado
DTSTART:20180608T130000Z
DTEND:20180608T150000Z
UID:TALK104554@talks.cam.ac.uk
CONTACT:Rachel Furner
DESCRIPTION:Part of the CCIMI short course 'First-order methods for large 
 scale optimisation problems'\n\nInstructor: Stephen Becker\, University of
  Colorado\n\nLecture 2: Convex optimization problems and optimality\nConve
 x optimization problems are defined\, and classical structured problems (L
 P\, 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 di
 scussing example problems from machine learning\, compressed sensing\, and
  other fields.
LOCATION:MR21\, Centre for Mathematical Sciences
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