Truncated Newton Method 
Truncated Newton Method
by Stanford / Stephen P. Boyd
Video Lecture 13 of 20
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Views: 1,942
Date Added: March 29, 2009

Lecture Description

Lecture by Professor Stephen Boyd for Convex Optimization II (EE 364B) in the Stanford Electrical Engineering department. Professor Boyd continues his lecture on Conjugate Gradient Methods and then starts lecturing on the Truncated Newton Method.

Course Index

Course Description

Continuation of 364a. Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch & bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications. Course requirements include a substantial project.

Tags: Math, Math Calculus


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