Matrix and tensor algebra. Notation. Differentiation.
Theory. Gradient. Convexity. Strong convexity. Lipschitz continuity. Limits on convergence rate. Constrained optimization. Dual function. Dual problem. Strong duality. Slater’s condition. Karush-Kuhn-Tucker condition.
Optimization methods. Gradient. Stochastic gradient. Conjugate gradient. Quasi-Newton. Subgradient. Proximal gradient. Accelerated gradient. Interior-point methods. ADMM. Adaptive gradient methods.
- nosilec: Fijavž Gašper
- nosilec: Oblak Polona
- nosilec: Štrumbelj Erik
- nosilec: Virk Žiga
- nosilec: Zalar Aljaž