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Optimization

17 concepts in 5 topics and 1 course. Explore freely or follow a guided course.

17concepts
5topics
1courses

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Courses

Topics

Convexity and subgradients 3 concepts

Convexity and the Hessian · Subgradient · Hessian matrix

Optimality and least squares 8 concepts

Optimization problem · Local and global minima of convex functions · First-order necessary condition · Linear least squares · Function of several variables · Gradient · Critical point of a multivariable function · Orthogonal projection

Gradient descent 3 concepts

Line search · Wolfe conditions · Convergence with Lipschitz gradient

Second-order methods 1 concepts

Newton's method for optimization

Linear and proximal programming 2 concepts

Proximal operator · Proximal gradient method