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Table Of Contents

Nonlinear Programming
1.1 The World of Nonlinear Optimization
1.1.1 General formulation of the problem
1.1.2 Performance of numerical methods
1.1.3 Complexity bounds for global optimization
1.1.4 Identity cards of the fields
1.2 Local methods in unconstrained minimization
1.2.1 Relaxation and approximation
1.2.2 Classes of differentiable functions
1.2.4 Newton method
1.3 First-order methods in nonlinear optimization
1.3.1 Gradient method and Newton method: What is different?
1.3.2 Conjugate gradients
1.3.3 Constrained minimization
Smooth Convex Programming
2.1 Minimization of Smooth Functions
2.1.1 Smooth convex functions
2.1.3 Strongly convex functions
2.2.1 Optimal Methods
2.2.2 Convex sets
2.2.3 Gradient Mapping
2.2.4 Minimization methods for simple sets
2.3 Minimization Problem with Smooth Components
2.3.1 MiniMax Problem
2.3.2 Gradient Mapping
2.3.3 Minimization methods for minimax problem
2.3.4 Optimization with Functional Constraints
2.3.5 Constrained minimization process
Nonsmooth Convex Programming
3.1 General Convex Functions
3.1.1 Motivation and Definitions
3.1.2 Operations with convex functions
3.1.3 Continuity and Differentiability of Convex Functions
3.1.4 Separation Theorems
3.1.5 Subgradients
3.1.6 Computing the subgradients
3.2 Nonsmooth Minimization Methods
3.2.1 General Lower Complexity Bounds
3.2.2 Main lemma
3.2.3 Subgradient Method
3.2.4 Minimization with functional constraints
3.2.5 Complexity Bounds in Finite Dimension
3.2.6 Cutting Plane Schemes
3.3 Methods with Complete Data
3.3.1 Model of nonsmooth function
3.3.2 Kelly method
3.3.3 Level Method
3.3.4 Constrained Minimization
Structural Programming
4.1 Self-Concordant Functions
4.1.1 Black box concept in Convex Programming
4.1.2 What the Newton method actually does?
4.1.3 Definition of self-concordant function
4.1.4 Main inequalities
4.1.5 Minimizing the self-concordant function
4.2 Self-Concordant Barriers
4.2.1 Motivation
4.2.2 Definition of self-concordant barriers
4.2.3 Main Inequalities
4.2.4 Path-following Scheme
4.2.5 Finding the analytic center
4.2.6 Problems with functional constraints
4.3 Applications of Structural Programming
4.3.1 Bounds on the parameter of a self-concordant barrier
4.3.2 Linear and Quadratic Programming
4.3.3 Semidefinite Programming
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Nesterov_Introductory Lectures Convex Programming Vol I

Nesterov_Introductory Lectures Convex Programming Vol I

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Published by Julio Lopez

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Published by: Julio Lopez on Nov 04, 2011
Copyright:Attribution Non-commercial


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