stephenbeckr/convex-optimization-class

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Created almost 8 years ago
Updated 10 months ago

stephenbeckr/convex-optimization-class

stephenbeckr

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APPM 5630 at CU Boulder

fastRPCA

Matlab code for all variants of robust PCA and SPCP

L-BFGS-B-C

L-BFGS-B, converted from Fortran to C, with Matlab wrapper

SparsifiedKMeans

KMeans for big data using preconditioning and sparsification, Matlab implementation. Aka k-means

ML-theory-class

Theoretical Machine Learning (APPM 4490) class, Spring 2022

zeroSR1

Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm

SSC

Sparse Subspace Clustering (for linear and affine spaces)

AIMS

AIMS South Africa Short Course on Optimization

numerical-analysis-class

Undergraduate numerical analysis, first semester, APPM 4650. University of Colorado Boulder

Jupyter Notebook

randomized-algorithm-class

Randomized algorithm class at CU

time-series-class

MATH/STAT 4540/5540 Introduction to Time Series, spring 2022

Jupyter Notebook

exactLASSOlinesearch

Matlab code for an exact linesearch for LASSO problems

CambridgeOptimisationCourse

2 week short-course taught for Cambridge CCIMI June 2018

SVT

Singular Value Thresholding (legacy code)

time-varying

Code for time-varying optimization

stephenbeckr.github.io