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Optimization - TEL414

Exercises

Convex Sets and Functions - Analyzing and prooving convexity for sets and functions.

Optimization Algorithms - Implementation and analysis of the Gradient Descent and Newton algorithms.

KKT Conditions and Projections - Solving optimization problems with constraints.

Projected Gradient Algorithms - Devolpment of projected (accelerated) Gradient algorithms.

Logistic Regression - Optimization of the LR model using GD, Accelerated GD and Stochastic GD.

Support Vector Machines - Hard-SVMs using CVX, Soft-SVMs using Stochastic Sub-GD and SVMs with Kernels.

Linear Program and Barrier Functions - Comparison of the interior point method and the primal-dual algorithm, using the logarithmic barrier function.

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