A lecture on the evolution of convex optimization theory and algorithms, at an event honoring Prof. Sanjoy Mitter from 2009. After four minutes of remarks on the origins of the decision and control curriculum at MIT, the lecture traces the history of convex optimization: from convexity theory up to the late 40s, to optimization/duality during the Fenchel-Rockafellar era, to the geometrically intuitive min common/max crossing framework (from the speaker's Convex Optimization Theory and Nonlinear Programming books), to the current machine learning/big data algorithmic era.
REFERENCES:
Slides: web.mit.edu/di...
Bertsekas, "Convex Optimization Theory" book: web.mit.edu/di...
Bertsekas, "Min Common/Max Crossing Duality: A Geometric View of Conjugacy in Convex Optimization," paper
web.mit.edu/di...
Videos of other presentations from the same event: techtv.mit.edu...
Негізгі бет Dimitri Bertsekas, Convex Optimization: A Journey of 60 Years, Lecture at MIT
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