Lecture 3: Convergence Proof
published: July 21, 2010, recorded: April 2008, views: 2552
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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. ...
See the whole transcript at Convex Optimization II - Lecture 03
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