Optimization on manifolds is the result of smooth geometry and optimization merging into one elegant modern framework.
Optimization on manifolds is the result of smooth geometry and optimization merging into one elegant modern framework.
We start the course at "What is a manifold?", and give the students a firm understanding of submanifolds embedded in real space. This covers numerous applications in engineering and the sciences.
All definitions and theorems are motivated to build time-tested optimization algorithms. The math is precise, to promote understanding and enable computation.
We build our way up to Riemannian gradient descent: the all-important first-order optimization algorithm on manifolds. This includes analysis and implementation.
The lectures follow (and complement) the textbook "An introduction to optimization on smooth manifolds" written by the instructor, also available on his webpage.
From there, students can explore more with numerical tools (such as the toolbox Manopt, which is the subject of the last week of the course). They will also be in a good position to tackle more advanced theoretical tools necessary for second-order optimization algorithms (e.g., Riemannian Hessians). Those are covered in further video lectures available on the instructor's textbook webpage.
OpenCourser helps millions of learners each year. People visit us to learn workspace skills, ace their exams, and nurture their curiosity.
Our extensive catalog contains over 50,000 courses and twice as many books. Browse by search, by topic, or even by career interests. We'll match you to the right resources quickly.
Find this site helpful? Tell a friend about us.
We're supported by our community of learners. When you purchase or subscribe to courses and programs or purchase books, we may earn a commission from our partners.
Your purchases help us maintain our catalog and keep our servers humming without ads.
Thank you for supporting OpenCourser.