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Global Optimization I, Section 2.8 (Numerical methods); Section 2.8.1 (Basic idea of the gradient method)

This audio or video file is copyrighted. Access is only allowed via computers of the Karlsruhe Institute of Technology (KIT).

Author

Oliver Stein

Participating institute

Fakultät für Wirtschaftswissenschaften (WIWI)
Institut für Operations Research (IOR)

Genre

Vorlesung

Description

Lectures on convex global optimization at Karlsruhe Institute of Technology

Duration (hh:mm:ss)

00:31:03

Series

Global Optimization I

Published on

24.03.2022

Subject area

Economics

License

KITopen Licence

Resolution 1274 x 720 Pixel
Aspect ratio 637:360
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Audio Sample Rate 48000 Hz
Total Bitrate 1051312 bps
Color Space yuv420p
Container mov,mp4,m4a,3gp,3g2,mj2
Media Type video/mp4
Duration 1863 s
Filename DIVA-2022-69_unknown.mp4
File Size 244.798.182 byte
Frame Rate 25
Video Bitrate 916817 bps
Video Codec h264

Embed Code

Global Optimization I Episodes 1-37 of 37
Global Optimization I, Section 2.8.6 (Basic idea of primal-dual IPMs), part 3
Global Optimization I, Section 2.8.6 (Basic idea of primal-dual IPMs), part 3
Global Optimization I, Section 2.8.6 (Basic idea of primal-dual IPMs), part 2
Global Optimization I, Section 2.8.6 (Basic idea of primal-dual IPMs), part 2
Global Optimization I, Section 2.8.6 (Basic idea of primal-dual IPMs), part 1
Global Optimization I, Section 2.8.6 (Basic idea of primal-dual IPMs), part 1
Global Optimization I, Section 2.8.5 (Frank-Wolfe method), part 3
Global Optimization I, Section 2.8.5 (Frank-Wolfe method), part 3
Global Optimization I, Section 2.8.5 (Frank-Wolfe method), part 2
Global Optimization I, Section 2.8.5 (Frank-Wolfe method), part 2
Global Optimization I, Section 2.8.5 (Frank-Wolfe method), part 1
Global Optimization I, Section 2.8.5 (Frank-Wolfe method), part 1
Global Optimization I, Section 2.8.4 (Kelley's cutting plane method), part 2
Global Optimization I, Section 2.8.4 (Kelley's cutting plane method), part 2
Global Optimization I, Section 2.8.4 (Kelley's cutting plane method), part 1
Global Optimization I, Section 2.8.4 (Kelley's cutting plane method), part 1
Global Optimization I, Section 2.8.3 (Basic idea of cutting plane methods)
Global Optimization I, Section 2.8.3 (Basic idea of cutting plane methods)
Global Optimization I, Section 2.8.2 (Basic idea of Newton's method)
Global Optimization I, Section 2.8.2 (Basic idea of Newton's method)
Global Optimization I, Section 2.8 (Numerical methods); Section 2.8.1 (Basic idea of the gradient method)
Global Optimization I, Section 2.8 (Numerical methods); Section 2.8.1 (Basic idea of the gradient method)
Global Optimization I, Section 2.7.5 (Constraint Qualifications)
Global Optimization I, Section 2.7.5 (Constraint Qualifications)
Global Optimization I, Section 2.7.4 (Geometric interpretation of the KKT conditions)
Global Optimization I, Section 2.7.4 (Geometric interpretation of the KKT conditions)
Global Optimization I, Section 2.7.3 (Complementarity)
Global Optimization I, Section 2.7.3 (Complementarity)
Global Optimization I, Section 2.7.2 (The KKT conditions)
Global Optimization I, Section 2.7.2 (The KKT conditions)
Global Optimization I, Section 2.7.1 (Lagrange- and Wolfe-duality), part 3
Global Optimization I, Section 2.7.1 (Lagrange- and Wolfe-duality), part 3
Global Optimization I, Section 2.7.1 (Lagrange- and Wolfe-duality), part 2
Global Optimization I, Section 2.7.1 (Lagrange- and Wolfe-duality), part 2
Global Optimization I, Section 2.7 (Optimality conditions for constrained convex problems); Section 2.7.1 (Lagrange- and Wolfe-duality), part 1
Global Optimization I, Section 2.7 (Optimality conditions for constrained convex problems); Section 2.7.1 (Lagrange- and Wolfe-duality), part 1
Global Optimization I, Section 2.6 (Monotonicity characterization of convexity)
Global Optimization I, Section 2.6 (Monotonicity characterization of convexity)
Global Optimization I, Section 2.5.2 (C2-characterizations)
Global Optimization I, Section 2.5.2 (C2-characterizations)
Global Optimization I, Section 2.5.1 (Higher-dimensional second derivatives)
Global Optimization I, Section 2.5.1 (Higher-dimensional second derivatives)
Global Optimization I, Section 2.4 (Optimality conditions for unconstrained convex problems)
Global Optimization I, Section 2.4 (Optimality conditions for unconstrained convex problems)
Global Optimization I, Section 2.3 (Solvability of convex optimization problems)
Global Optimization I, Section 2.3 (Solvability of convex optimization problems)
Global Optimization I, Section 2.2.2 (C1-characterization)
Global Optimization I, Section 2.2.2 (C1-characterization)
Global Optimization I, Section 2.2.1 (Higher-dimensional first derivatives)
Global Optimization I, Section 2.2.1 (Higher-dimensional first derivatives)
Global Optimization I, Section 2.1 (Convexity), part 2
Global Optimization I, Section 2.1 (Convexity), part 2
Global Optimization I, Section 2.1 (Convexity), part 1
Global Optimization I, Section 2.1 (Convexity), part 1
Global Optimization I, Section 1.2.5 (Non-closed feasible sets)
Global Optimization I, Section 1.2.5 (Non-closed feasible sets)
Global Optimization I, Section 1.2.4 (Unbounded feasible sets), part 2
Global Optimization I, Section 1.2.4 (Unbounded feasible sets), part 2
Global Optimization I, Section 1.2.4 (Unbounded feasible sets), part 1
Global Optimization I, Section 1.2.4 (Unbounded feasible sets), part 1
Global Optimization I, Section 1.2.3 (Weierstrass theorem)
Global Optimization I, Section 1.2.3 (Weierstrass theorem)
Global Optimization I, Section 1.2.2 (Types of unsolvability)
Global Optimization I, Section 1.2.2 (Types of unsolvability)
Global Optimization I, Section 1.2.1 (Definition of solvability)
Global Optimization I, Section 1.2.1 (Definition of solvability)
Global Optimization I, Section 1.1 (Examples and notions), part 3
Global Optimization I, Section 1.1 (Examples and notions), part 3
Global Optimization I, Section 1.1 (Examples and notions), part 2
Global Optimization I, Section 1.1 (Examples and notions), part 2
Global Optimization I, Section 1.1 (Examples and notions), part 1
Global Optimization I, Section 1.1 (Examples and notions), part 1
Global Optimization I, Introduction
Global Optimization I, Introduction