【CC英文字幕】凸优化(Convex Optimization) - 卡耐基梅隆大学
课程名：凸优化(Convex Optimization)
来源：卡耐基梅隆大学(Carnegie Mellon University, CMU)
讲师：Javier Peña & Ryan Tibshirani
课程主页：http://www.stat.cmu.edu/~ryantibs/convexopt/ (含slides、notes以及homework)
前序课程：线性代数、微积分
语言及字幕：英语、CC英文字幕
简介：机器学习基础知识，用于机器学习中目标函数的最优化问题的求解
视频选集
（8/25）
01 - Introduction
01:14:29
02 - Convexity I - sets and functions
01:13:56
03 - Convexity II - Optimization basics
01:18:42
04 - Canonical problem forms
01:20:44
05 - Gradient descent
01:19:48
06 - Gradient descent (continued); Subgradients
01:15:54
07 - Subgradients (continued); Subgradient method
01:13:08
08 - Subgradient method (continued); Proximal gradient descent and acceleration
01:16:24
09 - Proximal gradient descent and acceleration (continued)
01:16:58
10 - Duality in linear programs
01:17:46
11 -Duality in general programs
01:15:31
12 - KKT conditions
01:14:55
13 - Duality uses and correspondences
01:16:04
14 - Newton's method
55:19
15 - Barrier method
01:16:04
16 - Duality revisited
01:17:37
17 - Primal-dual interior point methods
01:16:14
18 - Quasi-Newton methods
01:15:43
19 - Proximal Newton method
01:15:32
20 - Dual methods
01:14:57
21 - Alternating direction method of multipliers (ADMM)
01:19:05
22 - Frank-Wolfe method
01:12:19
23 - Coordinate descent
01:16:29
24 - Mixed integer programming I
52:48
25 - Mixed integer programming II
01:14:23
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