Teaching

5107002Numerical optimization

Youtube channel with recorded videolectures (in Hebrew):

Lecture slides:

Lecture 1 — Introduction

Lecture 2 — Linear algebra

Lecture 3 — Multivariate differential calculus

Lecture 4 — Convex sets and functions

Lecture 5 — Optimality conditions

Lecture 6 — One-dimensional minimization

Lecture 7 — Unconstrained minimization

Lecture 8 — Quasi-Newton methods

Lecture 9 — Conjugate gradients

Lecture 10 — Constrained minimization

Lecture 11 — Lagrangian duality

Lecture 12 — Conic programming

Lecture 13 — Proximal methods for non-smooth optimization