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Strong convexity - PowerPoint PPT Presentation


Nesterov’s excessive gap technique and poker

Nesterov’s excessive gap technique and poker

Nesterov’s excessive gap technique and poker. Andrew Gilpin CMU Theory Lunch Feb 28, 2007 Joint work with: Samid Hoda, Javier Peña, Troels Sørensen, Tuomas Sandholm. Outline. Two-person zero-sum sequential games First-order methods for convex optimization

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429 views • 31 slides



CSE 203B: Convex Optimization Week 7 Discuss Session

CSE 203B: Convex Optimization Week 7 Discuss Session

CSE 203B: Convex Optimization Week 7 Discuss Session. Xinyuan Wang 02/20/2019. Unconstrained Minimization Problems. Assume that the objective function is strongly convex on , there exists an such that ( 1) for all . Upper bound on , there exist a constant such that (2)

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80 views • 6 slides


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