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Last Updated: September 30, 2026
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A backup copy of a video that a student of mine, Youtube username sjbaran , made as a class project in 2010. That original video ... A gentle and visual introduction to the topic of Convex Optimization (part 3/3). In this video, we continue the discussion on the ... Material is based on the book Convex Optimization by Stephen Boyd and Lieven Vandenberghe, Chapter 11 Steve Wright, University of Wisconsin-Madison; Aaron Sidford, Stanford University; and Aleksander Mądry, MIT ... The talk will introduce Clarabel.jl, a conic convex optimization solver in pure Julia. Clarabel.jl uses an Linear programming and Extensions by Prof. Prabha Sharma, Department of Mathematics and Statistics, IIT Kanpur For more ... interior penalty methods (barrier methods), contrast with exterior penalty, examples, basics of We describe the basic setup for We present a Markov Chain, "Dikin walk", for sampling from a convex body equipped with a self-concordant barrier. This Markov ...
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