Ketan Rajawat
Ketan Rajawat
  • Видео 113
  • Просмотров 59 554
Non-convex Optimization via Convex Optimization Algorithms
Non-convex problems can sometimes be solved exactly (by recognizing hidden convexity, proving strong duality, or using bisection) or inexactly (relaxing, or via algorithms such as BCD, MM, SCA).
Просмотров: 935

Видео

More Examples of Convex Sets
Просмотров 919Год назад
More Examples of Convex Sets
Composition Rules for Convex Functions
Просмотров 705Год назад
Composition Rules for Convex Functions
Transformations that preserve Convexity
Просмотров 698Год назад
Transformations that preserve Convexity
Zeroth Order Condition for Convexity
Просмотров 826Год назад
Zeroth Order Condition for Convexity
Example: Verifying Convexity
Просмотров 823Год назад
Example: Verifying Convexity
Cauchy-Schwarz Inequality
Просмотров 600Год назад
Cauchy-Schwarz Inequality
Robust Optimization
Просмотров 917Год назад
Robust Optimization
Operations on Convex Functions
Просмотров 720Год назад
Operations on Convex Functions
Affine Sets
Просмотров 3,4 тыс.Год назад
Affine Sets
Linear Programming
Просмотров 568Год назад
Linear Programming
Notation
Просмотров 702Год назад
Notation
History of LP Solvers
Просмотров 358Год назад
History of LP Solvers
Supporting and Separating Hyperplanes
Просмотров 2 тыс.Год назад
Supporting and Separating Hyperplanes
General Norms
Просмотров 761Год назад
General Norms
Introduction
Просмотров 2,9 тыс.Год назад
Introduction
Change of Variables
Просмотров 545Год назад
Equivalent optimization variables via change of variables using a one-to-one function
Operations on Convex Sets
Просмотров 817Год назад
Intersection, Affine Transformation, Product of Sets, Minkowski sum.
Least Squares Problem
Просмотров 530Год назад
Least Squares Problem and its solution
Addition and Elimination of Variables
Просмотров 453Год назад
Equivalent problems via adding slack variables and the epigraph trick
Singular Value Decomposition
Просмотров 634Год назад
The four fundamental spaces, SVD, and the link between SVD and EVD.
Relating Convex Sets and Functions
Просмотров 745Год назад
Definitions of epigraph and of quasi-convex functions
First and Second Order Conditions for Convexity
Просмотров 2,4 тыс.Год назад
These conditions allow us to determine if a function is convex or not using first and second order derivatives of the function.
PSD Cone
Просмотров 862Год назад
Here we see how sets can also be expressed in terms of matrices. We look at the set of symmetric matrices as well as the set of PSD matrices.
Positive Definite Matrices
Просмотров 726Год назад
We provide several definitions of positive definite and positive semidefinite matrices.
L1 and L-Infinity Norm Minimization (Approximation Problems)
Просмотров 1,9 тыс.Год назад
We see how minimizing the l1 norm of the residuals makes the fit robust to outliers. In contrast, minimizing the l-infinity norm of the residuals makes the fit sensitive to outliers.
LP in Communications Systems
Просмотров 473Год назад
A communication example, showing how power control is possible via LP
Motivation for Convex Optimization
Просмотров 1,2 тыс.Год назад
This video motivates the need to study convex optimization.
Examples of Convex Sets
Просмотров 1,2 тыс.Год назад
Convex Cone, Convex Conic Hull, Hyperplane, Half-space, Polyhedron
Convex Problems
Просмотров 672Год назад
Convex optimization problems, manipulating problems and equivalent problems

Комментарии

  • @himanshudahiya1773
    @himanshudahiya1773 Месяц назад

    Ax+b use this is wrong

  • @RahulKumar-yo5qv
    @RahulKumar-yo5qv 3 месяца назад

    thanks

  • @carollee646
    @carollee646 4 месяца назад

    great videos

  • @AregawiTadesse-k8p
    @AregawiTadesse-k8p 5 месяцев назад

    show me by optimization problem

  • @arma5166
    @arma5166 7 месяцев назад

    absolutely awesome. I like that you try to give visualized examples which helps with better understanding

  • @kumarvikram8241
    @kumarvikram8241 7 месяцев назад

    ధన్యవాదములు धन्यवाद:

  • @ratin9912
    @ratin9912 9 месяцев назад

    Hello Sir, Thank you for providing this wonderful explanation. The process of feature selection through seems pretty similar to PCA. Am I correct? Can you please provide an explanation about the similarities and dissimilarities between LASSO and PCA? Which technique should be used in which scenario? As I understand, PCA helps us decompose the variance of factors and if required we can drop some of those factors that do not significantly contribute to the variance. In case my understanding is incorrect, please do point out the flaw in my understanding. Thanks.

  • @NithinSaiSunkavalli
    @NithinSaiSunkavalli 9 месяцев назад

    how to do optimisation for a product of convex functions ?

  • @stefancovic5999
    @stefancovic5999 10 месяцев назад

    Thank you, very nice! 🙂

  • @prayagparashar5303
    @prayagparashar5303 10 месяцев назад

    Great explanation sir ❤

  • @melainekerfaou8418
    @melainekerfaou8418 11 месяцев назад

    This was extremely clear, thank you very much. I was struggling with presentations and textbooks which tend to be heavy on the proof side but light on the explanation and example side. This video was exactly what I needed.

  • @youngsci
    @youngsci 11 месяцев назад

    Thank you very much.

  • @youngsci
    @youngsci Год назад

    Thank you very much.

  • @youngsci
    @youngsci Год назад

    Thank you very much for this great tutorial.

  • @saikatmalla7390
    @saikatmalla7390 Год назад

    which book should I follow for this topic

  • @HanaHana-r5u
    @HanaHana-r5u Год назад

    Thanks sir, Is the pdf available?

  • @mastimagic2317
    @mastimagic2317 Год назад

    Nice explaination❤

  • @Zsolixovicschannel
    @Zsolixovicschannel Год назад

    69

  • @uditnarayan1360
    @uditnarayan1360 Год назад

    Best explanation 👌👌 Thanks a lot sir 🙏🙏

  • @liliankawala
    @liliankawala Год назад

    hello professor can you share with me your email address

  • @anmoldeshmukh6574
    @anmoldeshmukh6574 Год назад

    great video

  • @DivyaRamachandran-f7x
    @DivyaRamachandran-f7x Год назад

    Thank you so much for the video At 14:25 - how did you get 0 and 0 in the first matrix?

  • @dallashoover5431
    @dallashoover5431 Год назад

    🤘 *promo sm*

  • @ColorCarnage
    @ColorCarnage Год назад

    You made it look easy 😱 wow!!

  • @nimeshagrawal3778
    @nimeshagrawal3778 3 года назад

    In which topic we studied the formulation of lambda(max). I am not able to recall!