Documents

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Contents

1) Unconstrained extrema

• Notion of convexity
• Optimality conditions
• Descent methods
• Separable functionals
• Stochastic gradient.

2) Constrained extrema

• Strong and weak formulation
• Lagrange multipliers and implementation with Newton’s method
• KKT conditions, duality, Uzawa
• Linear programming.

3) Introduction to mathematical learning

4) Some application domains