Lecture

Mirror Prox: Optimization and Norms

In course

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Description

This lecture covers the concept of Mirror Prox optimization, focusing on the argmin function and the Wasserstein norm. It delves into the mathematical details of Mirror Prox, explaining how to minimize a given function. The lecture also explores the concept of norms and their application in optimization problems, particularly the Schatten norm. The instructor provides insights into the practical implementation of Mirror Prox and its relevance in various optimization scenarios.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_rlfr4fhk

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