COMP6260 Optimisation for Machine Learning, 2025 Spring
AICE1004 Mathematics for Artificial Intelligence and Computer Engineering, 2024 Fall
COMP1215 Foundations of Computer Science, Uni. Southampton, 2023 Fall
CO327 Deterministic OR Models, Uni. Waterloo, 2022-spring
MARO201 UMONS, Belgium, 2019-2020
1st-order Taylor approximation of convex function and Bregman divergence
proj operator is firmly non-expensive & obtuse angle criterion
Augmented objective function & methods for constrained optimization
Prox of norm, Moreau's decomposition, conjugate of norm = indicator function of dual norm
Projection onto nonnegative orthant, rectangular box and polyhedron |
Sufficient Descent Lemma of gradient descent on L-smooth function
Subdifferential and subgradient
Subgradient method
Proximal bundle method
Moreau-Yosida Envelope & Proximal map
Proximal gradient & convergence rate on
Solving
Adaptive restarts
Nesterov's optimal convergence rate of 1st-order method on convex smooth functions
Nesterov's Estimate Sequence, part 1: what is it & how to make one
Nesterov's Estimate Sequence, part 2: optimal 1st-order scheme
Convergence rate of gradient descent on convex smooth function
Convergence rate of gradient descent on strongly-convex smooth function
Convergence rate of projected gradient method on
Convergence rate of Nesterov’s accelerated gradient method on
Convergence rate of Nesterov’s accelerated gradient method on α-strongly convex
Convergence of proximal gradient with Nesterov's acceleration / FISTA
Convergence analysis of 1st-order method on a quadratic programming problem using dynamic system
Convergence of 4th-order Runge-Kutta update on least square problem
Principle of least action & Euler-Lagrange equation of motion
Properties of conjugate
Duality | KKT | Slater’s constraint qualifications
Fast primal-dual proximal gradient algorithm and preconditioning
Cubic regularization
Anderson Acceleration
Convergence of MM
BSUM (only convergence, no rate)
TiTAN
Convergence of randomized block coordinate gradient descent on β-smooth convex function
Greedy coordinate descent
Accelerating coordinate descents
Kurdyka-Łojasiewicz property
Convergence of PALM on non-convex problem, part 2 : generated sequence converges to a critical point
Inertial Proximal Alternating Linearized Method (iPALM)
Xu-Yin's Block Coordinate Descent Method for Regularized Multiconvex Optimization, hand written
Penalty method is not effective for NNLS – using iteratively reweighed least squares
NNLS by projected gradient descent: acceleration & restart | NNLS PGD mfile | NNLS PGD mfile 2
If A and its inverse are both nonnegative, then A is the permutation of a positive diagonal matrix
Convergence analysis of the multiplicative update NMF algorithm
NMF via projected gradient |
PGD algorithm mfile | APG algorithm mfile
NMF via HALS: column-wise exact block coordinate descent |
HALS mfile
Nuclear norm is tight convex relaxation of rank function only within the unit ball
Characterization of nuclear norm : nuclear norm is the dual norm of the spectral norm
Understanding the uniqueness of the sol. of the nuclear norm minimization
Singular value thresholding solves
Nonlinear elastic obstacle problem
Poisson image editing