Completed
Intro
Class Central Classrooms beta
YouTube playlists curated by Class Central.
Classroom Contents
Dealing with Linear Constraints via Random Permutation
Automatically move to the next video in the Classroom when playback concludes
- 1 Intro
- 2 Optimization for Large-scale Problems
- 3 Go Beyond Unconstrained Optimization
- 4 Random Permutation Helps
- 5 Outline
- 6 Variants of multi-block ADMM
- 7 Apply Randomization Trick to ADMM
- 8 Summarize ADMM Variants
- 9 Numerical Experiments: Cyc-ADMM Often Diverges
- 10 Remarks on Divergence of Cyclic ADMM
- 11 Solve Linear System
- 12 Why Spectral Analysis?
- 13 Switched Linear System
- 14 Theorem 2: a Pure Linear Algebra Problem
- 15 Proof Sketch of Lemma 2
- 16 Interesting Byproduct: New Randomization Rule
- 17 Another Way to Apply Decomposition to Constraints
- 18 Comparison of Algorithms (cont'd)
- 19 Convergence Rate of Cyclic CD
- 20 Relation to Other Methods
- 21 Another variant of matrix AM-GM inequality
