Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Scenario optimization

Related lectures (29)

Constrained Convex Optimization: Min-Max Formulation and Fenchel Conjugation

Explores constrained convex optimization with min-max formulation and Fenchel conjugation.

Optimizing Heat Recovery Systems

Explores the theory of optimizing heat recovery systems through the concept of minimum temperature difference.

Equivalent formulation

Covers the concept of equivalent formulation in constrained optimization and explores the tangent cone.

Kernel SVM: Polynomial Expansion & Cover's Theorem

Explores polynomial expansion, high-dimensional spaces, Cover's Theorem, Lagrangian formulation, and practical SVM applications.

Implicit Bias in Machine Learning

Explores implicit bias, gradient descent, stability in optimization algorithms, and generalization bounds in machine learning.

Optimal Transport: Forward-Backward Splitting

Presents a new algorithm for optimal transport problems, showing speed and performance improvements, with applications in domain adaptation and generative models.

Mirror Prox: Optimization and Norms

Explores Mirror Prox optimization, argmin function, norms, and their practical applications in optimization problems.

Optimality Conditions in Linear Optimization MOOC: Optimization: principles and algorithms - Linear optimization

Covers optimality conditions, strong duality, and complementarity slackness in linear optimization.

Optimization with Constraints: Theory and Applications

Covers the theory and applications of optimization with constraints, including key concepts and numerical methods.

Optimization and Simulation

Explores optimization, simulation, heuristics, and Pareto solutions in multi-objective problems.

AMPL: Optimization Modeling with AMPLIDE

Covers the basics of optimization modeling using AMPLIDE.

Optimization Techniques

Covers optimization techniques, quizzes, and grade exercises in mathematical applications.

Proximal Operators and Constrained Optimization

Introduces proximal operators, gradient methods, and constrained optimization, exploring their convergence and practical applications.

Primal-dual Optimization II

Explores primal-dual optimization methods, focusing on Lagrangian approaches and various methods like penalty, augmented Lagrangian, and splitting techniques.

Lagrange Multiplier and DuBois-Reymond Equation Log in to Mediaspace to watch this video

Explores Lagrange multiplier method and DuBois-Reymond equation in optimization.

Optimization Techniques: Stochastic Gradient Descent and Beyond Log in to Mediaspace to watch this video

Discusses optimization techniques in machine learning, focusing on stochastic gradient descent and its applications in constrained and non-convex problems.

Robust Optimization: Radiation Therapy & Support Vector Machines Log in to Mediaspace to watch this video

Explores robust optimization in radiation therapy and support vector machines.

Constrained optimization: the basics Log in to Mediaspace to watch this video

Covers the basics of constrained optimization, including tangent directions, trust-region subproblems, and necessary optimality conditions.

Polynomial Optimization: SOS and SDP Log in to Mediaspace to watch this video

Explores Sum of Squares polynomials and Semidefinite Programming in Polynomial Optimization, enabling the approximation of non-convex polynomials with convex SDP.

Robust Optimization in Radiation Therapy Log in to Mediaspace to watch this video

Explores robust optimization in radiation therapy, emphasizing dose optimization and trade-offs between nominal and robust solutions.