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Lecture 3: Convergence Proof

This video was recorded at Stanford Engineering Everywhere EE364B - Convex Optimization II. Okay, if there's no questions about last time, then I think we'll just jump in and start in on subgradient methods. So far subgradient methods, we look at the – I mean, subgradient method is embarrassingly simple, right, it's – you make a step in the negative in anegative, I'll call the negative, but the correct English would be an anegative subgradient direction. ... See the whole transcript at Convex Optimization II - Lecture 03

Keywords:: videolectures, ocwc, oec

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Mathematics and Statistics / Mathematics

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Material Type:: Presentation
Date Added to MERLOT:: February 10, 2015
Date Modified in MERLOT:: February 10, 2015
Author:: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
Submitter:: The Open Education Consortium
Primary Audience:: College General Ed, College Lower Division, College Upper Division
Technical Format:: Video

Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Creative Commons:: This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States