Convex Optimization Overview 凸优化

Machine Learning

目录

Convex Optimization Overview

  1. Introduction
  2. Convex Sets
    2.1 Examples
  3. Convex Functions
    3.1 First Order Condition for Convexity
    3.2 Second Order Condition for Convexity
    3.3 Jensen’s Inequality
    3.4 Sublevel Sets
    3.5 Examples
  4. Convex Optimization Problems
    4.1 Global Optimality in Convex Problems
    4.2 Special Cases of Convex Problems
    4.3 Examples
    4.4 Implementation: Linear SVM using CVX

Convex Optimization Overview (cnt’d)

  1. Lagrange duality
    1.1 The Lagrangian
    1.2 Primal and dual problems
    1.3 Interpreting the primal problem
    1.4 Interpreting the dual problem
    1.5 Complementary slackness
    1.6 The KKT conditions
  2. A simple duality example
  3. The L1-norm soft margin SVM
  4. Directions for further exploration

文件

Convex Optimization Overview
Convex Optimization Overview (cnt’d)

Ref

[1] cs229