Andersen Ang | Papers | Talks | Notes | Misc.

Course / Tutorial

Continuous Optimization

Convex analysis / Foundation

1st-order method

Gradient descent

Proximal map

Convergence rate

Mirror Descent

Gradient flow

Primal-dual method

Monotone Operator Theory

Multiple-point / Quasi-Newton methods

Randomized methods

Majorization Minimization

Coordinate Descents

Nonconvex Optimizations

Trust-region methods

Total Variation

Nonnegative Matrix Factorization

Matrix Completion & Nuclear norm

Linear Algebra & Matrix Theory

Compressive Sensing

Scientific Computing

Miscellaneous

Machine Learning & Signal Processing

Multilinear Algebra & Tensors

Clifford Algebra