Supporting material for MLSS 2011 practical session on Convex Optimization
Session slides:
Overview
Differentiable Optimization
Convex Analysis
Constrained Optimization
Non-Smooth Optimization
Exploiting Problem Structure
Supporting Matlab files:
SIDO0 data set
regLogistic.m
mylogsumexp.m
autoGrad.m
findMin0.m
findMinNesterov.m
findMinNewton.m
regLogisticDiag.m
findMinScaled.m
lbfgsUpdate.m
lbfgs.m
autoHv.m
conjGrad.m
Mark Schmidt
> MLSS 2011 Practical Session