Recap: Ellipsoid Method
By Stephen Boyd - Stanford
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816
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Lecture Description
Recap: Ellipsoid Method, Improvements (To Ellipsoid Method), Proof Of Convergence, Interpretation Of Complexity, Deep Cut Ellipsoid Method, Ellipsoid Method With Deep Objective Cuts, Inequality Constrained Problems, Stopping Criterion, Epigraph Ellipsoid Method, Epigraph Ellipsoid Example, Summary: Methods For Handling, Nondifferentiable Convex Optimization Problems Directly, Decomposition Methods, Separable Problem, Complicating Variable, Primal Decomposition, Primal Decomposition Algorithm, Example (Using Primal Decomposition), Aside: Newton's Method With A Complicating Variable, Dual Decomposition, Dual Decomposition Algorithm
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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