Introduction to Random Signal Processing
Undergraduate & Graduate Course, Technion - Israel Institute of Technlogoy, ECE department, 2019
Teaching
Computational Methods in Optimization
Undergraduate & Graduate Course, Technion - Israel Institute of Technlogoy, ECE department, 2019
Course Outline:
- Convex sets and functions
- Gradient descent: constrained & unconstrained problems
- Stochastic optimization and stochastic gradients descent (SGD)
- Frank-Wolfe method
- Duality and KKT conditions
- Newton method
- Barrier method