IMA New Directions Workshop on Mathematical Optimization
Material for August 1-5, 2016.
Steve Wright
swright@cs.wisc.edu
Background:
General background material
.
Chapters from upcoming book:
Chapter 1
,
Chapter 2
,
Chapter 3
.
Material from book
Primal-Dual Interior-Point Methods
(SIAM, 1997):
Front Matter
,
Chapter 1
,
Chapter 5
.
Slides (
subject to frequent and unpredictable updating):
Introduction
First-Order Methods (Zhang)
,
Appendix
Semidefinite and Conic Programming (Zhang)
and
Appendix
.
First-Order Methods (Wright)
Regularized First-Order Methods
First-Order for Manifolds and Constrained SVD (Balzano)
Stochastic Gradient, Coordinate Descent,...
Higher-Order Methods
Linear Programming and the Simplex Method
Theory of Nonlinear Constrained Optimization
Constrained Optimization Algorithms (Waechter)
Augmented Lagrangian
Optimization and Data Analysis
Some slides on classification, regression, and deep neural networks by Prof Guangliang Chen can be found
here
Worksheets
Worksheet 1
Worksheet 2
Worksheet 3
. See also
main.m
and
tester.m
.
Worksheet 4