Transcription of ConvexOptimization:Algorithmsand Complexity
{{id}} {{{paragraph}}}
Foundations and TrendsR in Machine LearningVol. 8, No. 3-4 (2015) 231 357c 2015 S. BubeckDOI: optimization : Algorithms andComplexityS bastien BubeckTheory Group, Microsoft Some convex optimization problems in machine learning . Basic properties of convexity .. Why convexity? .. Black-box model .. Structured optimization .. Overview of the results and disclaimer ..2402 Convex optimization in finite The center of gravity method .. The ellipsoid method .. Vaidya s cutting plane method .. Conjugate gradient ..2583 Dimension-free convex Projected subgradient descent for Lipschitz functions .. Gradient descent for smooth functions .. Conditional gradient descent, aka Frank-Wolfe .. Strong convexity .. Lower bounds .. Geometric descent .. Nesterov s accelerated gradient descent.
wards recent advances in structural optimization and stochastic op-timization. Our presentation of black-box optimization, strongly in-fluenced by Nesterov’s seminal book and Nemirovski’s lecture notes, includes the analysis of cutting plane methods, as well as (acceler-ated)gradientdescentschemes.Wealsopayspecialattentiontonon-
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
{{id}} {{{paragraph}}}