Notes on Cambridge Maths

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Convex optimisation

Definitions

Convex Set
Convex Function

Convexity condition

Supporting hyperplane
Second-order condition

Methods for finding minimums

Gradient descent
Newton’s method
Barrier method


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Graph View

  • Definitions
  • Convexity condition
  • Methods for finding minimums

Backlinks

  • Barrier method
  • Optimisation

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