Notes and Writings

This pages holds my personal writings. Most of the articles record what I learned, and some of others record my life.



Theory of Optimization: Projected (Sub)Gradient Descent

6 minute read


In this post, we will continue our analysis for gradient descent. Different from the previous post, we will not assume that the function is smooth. We will only assume that the function is convex and has some Lipschitz constant. Read more

Theory of Optimization: Preliminaries and Basic Properties

7 minute read


Recently, I find an interesting course taught by Prof. Yin Tat Lee at UW. The course is called `Theory of Optimization and Continuous Algorithms’, and the lecture notes are available under the homepage of this courseuw-cse535-winter19. As a great fan of optimization theory and algorithm design, I think I will follow this course and write a bunch of blogs to record my study of this course. Most of the materials in this series of blogs will follow the lecture notes of the course, and and interesting optimization book Convex Optimization: Algorithms and Complexity by Sebastien Bubeck. Since this is the first blog about this course, I will present the preliminaries of the optimization theory, and some basic knowledge about convex optimization, including some basic properties of convex functions. Read more