Скачать или смотреть MLF | End-Term Revision | Weeks 9, 10 | Optimization

This session discusses all the concepts that come under the heading *Optimization*. The following slides and notes were used in the session:

Notes and Slides

Unconstrained Optimization: https://drive.google.com/file/d/1ikl9...
Constrained Optimization: https://drive.google.com/file/d/142rF...
Convex Sets and Functions: https://drive.google.com/file/d/1FlNo...
Duality Theory and Convex Optimization: https://drive.google.com/file/d/1Wnkm...
End-Term Practice Problems: https://drive.google.com/file/d/1UXA0...

------

We discuss the following:

Unconstrained Optimization
Necessary, Sufficient conditions
Gradient Descent
Linear regression (least squares)
Constrained Optimization
Equality constraints
Feasible directions
Descent directions
Lagrange multipliers
Inequality constraints
Feasible directions
Descent directions
KKT conditions
Convex sets and functions
Convex sets
Convex hull
Properties
Convex functions
Four definitions
Properties of convex functions
Duality theory and Convex Optimization Problem
Primal
Dual
Duality gap
Convex optimization problem
Necessary
Sufficient