Lecture

Projected Gradient Descent: Convergence and Optimization

In course

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Description

This lecture covers the application of Projected Gradient Descent (PGD) in optimization problems, focusing on convergence results and performance evaluation. The instructor explains the algorithm, its convergence to a global optimum, and the computation of sparse solutions. Through examples and theoretical insights, the lecture delves into the challenges and benefits of using PGD in multivariable control systems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_44b3mdq9

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Ontological neighbourhood

Information engineering

Control theory and engineering: Control theory

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