Addendum: Hit-And-Run CG Algorithm
By Stephen Boyd - Stanford
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709
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Lecture Description
Addendum: Hit-And-Run CG Algorithm, Maximum Volume Ellipsoid Method, Chebyshev Center Method, Analytic Center Cutting-Plane Method, Extensions (Of Cutting-Plane Methods), Dropping Constraints, Epigraph Cutting-Plane Method, PWL Lower Bound On Convex Function, Lower Bound, Analytic Center Cutting-Plane Method, ACCPM Algorithm, Constructing Cutting-Planes, Computing The Analytic Center, Infeasible Start Newton Method Algorithm, Properties (Of Infeasible Start Newton Method Algorithm), Pruning Constraints, PWL Lower Bound On Convex Function, Lower Bound In ACCPM, Stopping Criterion, Example: Piecewise Linear Minimization
Course Description
Continuation of Convex Optimization I. Topics include: Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch & bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications.
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