Convex-Optimization

This Repo consist of the assignments of 'Convex Optimization' course by Professor Francesco Orabona offered in Spring 2018 at StonyBrook University

Assignment 1

• Gradient descent
• Bi-section method
• Backtracking line search

Assignment 2

• BFGS algorithm

Assignment 3

• Optimized the linear programming problem

Assignment 4

• Subgradient Descent
• Stochastic subgradient descent
• Stochastic Adagrad