Optimization Crash Course

In this fall’s Geometric Methods in Optimization and Sampling Boot Camp, Ashia Wilson (MIT) gave a highly acclaimed Optimization Crash Course. Her two-part presentation focused on optimization on Euclidean spaces and covered oracle models and function classes, convergence of iterative algorithms, constraints, “famous or infamous” lower bounds, acceleration, randomized methods, and mirror descent.

We’re pleased to share the video from her presentation here.