Lecture 15 | Convex Optimization I (Stanford)

[@shiv093]

2:11 Unconstrained minimization 4:00 Initial point and sublevel set 8:15 (10:15) Strong convexity and implications 13:45 Descent methods 16:46 Line search types 23:56 Gradient descent method 26:40 quadratic problem in R^2 29:26 nonquadratic example 29:42 a problem in R^100 32:03 Steepest descent method 34:23 examples 37:50 choice of norm for steepest descent 43:52 Newton step 48:31 Newton decrement 49:51 Newton's method 57:21 Classical convergence analysis 1:02:58 damped newton phase 1:04:51 conclusion 1:09:03 examples in R^2 1:10:42 example in R^10000

[@mrweisu]

The most beneficial lecture in the whole series so far! Super great!

[@JaydeepDe]

Beautifully explained the concept of steepest decent for other norms..Thank you professor.

[@divyabhatia9916]

Dr. Boyd, You are just so amazing , funny, super intelligent and down to earth. Thanks so much for making these lectures open source. I learnt a lot from these. Thanks so-3 very much.

[@michaelmellinger2324]

39:03 Want the norm to be consistent with the geometry of your sub level sets

[@TheProgrammer10]

very nice, this course never fails to intimidate me, but makes sense with time

[@heizilyu]

The point that if a constraint is never active the problem is treated as unconstrained (07:54) is excellent!

[@saeedbonab4246]

32:09 should it be argmax instead of argmin?

[@peiqiwang9284]

argmin

[@EulerGauss13]

we're looking for maximum direction to - abla f(x) in that norm so it should be min for the direction to abla f(x)

[@smolboii1183]

great lecture :d

[@junhochoi156]

so impressed

[@swagatopablo]

Even Stanford guys copy codes from the web?

[@hotamohit]

yup, but then fail the course if they get caught

[@meetsaiya5007]

Everyone does. But the profs usually knows about these. So the questions are set in such a way you still can't do it. Remember the take home end exam announced in 1st lec, that's basically prof taunting, lets see what you can do. Have been victims of those xD

[@annawilson3824]

1:03:00

[@luiswilbert2377]

Genius

[@toddflanagan5531]

Ch. 9

[@muratcan__22]

perfect

[@jingXD1228]

Most hilarious prof ever