DETERMINISTIC OPTIMIZATION VIDEOS AND SLIDES:

• Video from a January 2017 slide presentation on the relation of Proximal Algorithms and Temporal Difference Methods, for solving large linear systems of equations. The slides are hard to read at times in the video, so you may wish to download the PDF version of the slides. Click here for a Related Report, and a more recent set of Slides from NIPS 2017. Based on the books Convex Optimization Algorithms, Nonlinear Programming, 3rd Edition, and Dynamic Programming and Optimal Control, Vol. II, 4th Edition: Approximate Dynamic Programming, Athena Scientific.

• Video from a survey lecture (April 2016) on Incremental methods for minimizing a sum of a large number of functions, a common problem in many practical contexts, including machine learning and signal processing. Related Report and (Lecture Slides.) Based on the books Convex Optimization Algorithms, and Nonlinear Programming, 3rd Edition.

• Video from a 2008 lecture on Polyhedral Approximations in Convex Optimization, a unifying inner and outer approximation framework, which includes cutting plane and simplicial decomposition methods (joint work with Huizhen Yu). Related Journal Paper and Lecture Slides

• Video from a 2003 lecture on A New Look at Convexity, Duality, and Optimization, at IMPA, Rio, Brazil. Based on the book Convex Analysis and Optimization, Athena Scientific, 2003, and the survey paper Min Common-Max Crossing Duality: A Geometric View of Conjugacy in Convex Optimization.