2021 Spring

• HW 4.1 Gradient calculator on given NN
• HW 4.2 Autodiff for multivariate formula
• HW 11 Gradient descent on given function
• HW 12 Newton's method and conjugate gradient descent
• HW 13.1 DFP Algorithm
• HW 13.3 BFGS Algorithm
• HW 13.4 L-BFGS Algorithm
• HW 13.5 Majorization Minimization for LASSO
• HW 17 Optimization with linear constraint
• HW 18.1 Penalty Function
• HW 18.2 Frank-Wolfe Algorithm
• HW 19.1 Non-convergence of naive ADMM (failed)
• HW 19.2 LADMAP
• HW 19.3 LADMPSAP
• HW 20.1 Block Coordinate Descent for a dictionary learning problem
• HW 20.2 pLADMPSAP