Optimal Transport: Theory and Applications

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (30)

Page 3 of 3

Convex Optimization

Introduces convex optimization, focusing on the importance of convexity in algorithms and optimization problems.

Optimal Transport: From Theory to Applications

Explores the history, theory, and applications of optimal transport in various fields, showcasing its importance in solving complex mathematical problems.

Optimal Transport: Rockafellar Theorem

Explores the Rockafellar Theorem in optimal transport, focusing on c-cyclical monotonicity and convex functions.

Convex Relaxation: Negative Type Theorems

Explores convex relaxation and negative type theorems in convex programs.

KKT for convex problems and Slater's CQ

Covers the KKT conditions and Slater's condition in convex optimization problems.

KKT and Convex Optimization

Covers the KKT conditions and convex optimization, discussing constraint qualifications and tangent cones of convex sets.

Distributionally Robust Portfolio Optimization

Explores distributionally robust portfolio optimization and compares different estimation approaches and methods for portfolio evaluation.

Convex Sets: Mathematical Optimization

Introduces convex optimization, covering convex sets, solution concepts, and efficient numerical methods in mathematical optimization.

Optimality of Convergence Rates: Accelerated Gradient Descent

Explores the optimality of convergence rates in convex optimization, focusing on accelerated gradient descent and adaptive methods.

Linear Programming: Weighted Bipartite Matching

Covers linear programming, weighted bipartite matching, and vertex cover problems in optimization.