•1. Important concepts of optimization
Functions, Systems, Programs
•2. Key ideas of optimization - ARR+D
•Approximation, Reformulation, Relaxation, Decomposition
•3. Linear optimization
•4. Quadratic optimization
title:
【机器学习课程 1-3-优化思想101】link: https://www.bilibili.com/video/BV1nDyzBoEBL/?share_source=copy_web&vd_source=de128a400dcc68a2a592a78a6789fd9b1. 对于函数而言,有代数式form,就是那个, 几何式graph , 以及contour等高线(投影到二维平上面),有一阶信息,有二阶信息等。
光滑-->可微-->可导-->连续-->可积
2. 函数扮演目标的角色,各种等式或者不等式扮演约束条件的角色(构成一个系统),有了目标函数和约束条件后,就是一个optimization的事情了。
Principle of ARR
Approximation – “accept good-enough” to make the problem easy.
Reformulation – “change view” to make the problem clear and simple.
Relaxation – “drop difficulties” to get a bound of the problem.