Lecture 3: Convergence Proof

author: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
published: July 21, 2010,   recorded: April 2008,   views: 2552
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)

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Okay, if there’s no questions about last time, then I think we’ll just jump in and start in on subgradient methods. So far subgradient methods, we look at the – I mean, subgradient method is embarrassingly simple, right, it’s – you make a step in the negative in anegative, I’ll call the negative, but the correct English would be an anegative subgradient direction. ...

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