Basic Convex Optimization
Published in Cambridge University Press eBooks • Apr 21, 2022
NobleIDNI8P28W64R50S72
Authors:
Simon Foucart
Abstract
This chapter introduces the key concepts of optimization, such as objective function, constraints, local and global minimizers, and gradient descent algorithms. The rate of convergence for the steepest descent algorithm is analyzed when the objective function is smooth and convex or smooth and stron...
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