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