Lecture

Quadratic Penalty Methods: Concepts and Algorithms

Description

This lecture covers quadratic penalty methods for optimization problems, focusing on nonconvex-concave settings. The instructor explains the challenges of nonsmooth, nonconvex optimization and introduces primal-dual algorithms with penalty functions. Various linearization techniques and their convergence properties are discussed, along with the role of the prox-operator in optimization algorithms.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.