Tata Institute of Fundamental Research

Short course on optimization

Speaker: Praneeth Netrapalli (Microsoft Research, India)
Organiser: Sandeep K Juneja
Date: Monday, 14 Oct 2019 09:30 to Friday, 18 Oct 2019 11:30
Venue: A-201 (STCS Seminar Room)

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Abstract:  This course will start with gradient based methods in convex optimization starting with gradient descent, proximal point methods and the use of momentum and randomness. We will then look at algorithms for solving convex-concave saddle point problems and finding stationary points in nonconvex optimization. Time permitting, we will also touch briefly on online convex optimization.