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Category: optimization

Gradient Descent and Momentum: The Heavy Ball Method

Posted on July 13, 2020September 4, 2020 by Alex

In this post we describe the use of momentum to speed up gradient descent. We…

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Projected Gradient Descent for Constrained Optimization

Posted on June 28, 2020September 4, 2020 by Alex

In this post we describe how to do gradient descent with constraints. We first describe…

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Gradient Descent for Convex Optimization: The Basic Idea

Posted on June 26, 2020October 30, 2021 by Alex

In this post we describe the high-level idea behind gradient descent for convex optimization. Much…

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