December 8, 2018

Splitting methods : Splitting methods in optimisation, proximal methods, and the Alternating Direction Method of Multipliers (ADMM).October 28, 2018

First order methods : First order methods, minimising sequence, admissible direction, and the Generalised Projected Gradient Descent (again).October 27, 2018

Mirror descent algorithm : The Generalised Projected Gradient Descent (GPGD) and the Mirror Descent Algorithm (MDA).October 10, 2018

Projected gradient descent : Normal cone, Euclidean projection, and the Projected Gradient Descent (PGD).October 9, 2018

Convex analysis – pt. III : Strict and strong convexity, Bregman divergences, and the link between Lipschitz continuity and strong convexity.September 24, 2018

Convex analysis – pt. II : The convex conjugate, Fenchel's inequality, and the Fenchel-Moreau theorem.September 23, 2018

Convex analysis – pt. I : The subdifferential and the First-order Optimality Condition (FOC).September 13, 2018

Convex Optimisation – intro : Introduction to the general convex minimisation problem and generic iterative methods.