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Applied Optimization for Wireless, Machine Learning, Big Data

Applied Optimization for Wireless, Machine Learning, Big Data. Instructor: Prof. Aditya K. Jagannatham, Department of Electrical Engineering, IIT Kanpur. This course is focused on developing the fundamental tools/ techniques in modern optimization as well as illustrating their applications in diverse fields such as Wireless Communication, Signal Processing, Machine Learning, Big Data and Finance. (from nptel.ac.in)

Introduction


Introduction to Properties of Vectors, Norms, Positive Semi-definite Matrices
Lecture 01 - Vectors and Matrices - Linear Independence and Rank
Lecture 02 - Eigenvectors and Eigenvalues of Matrices and their Properties
Lecture 03 - Positive Semidefinite Matrices and Positive Definite Matrices
Lecture 04 - Inner Product Space and its Properties: Linearity, Symmetry and Positive Semidefinite
Lecture 05 - Inner Product Space and its Properties: Cauchy Schwarz Inequality
Lecture 06 - Properties of Norm, Gaussian Elimination and Echelon Form of Matrix
Lecture 07 - Gram-Schmidt Orthogonalization Procedure
Lecture 08 - Null Space and Trace of Matrices
Lecture 09 - Eigenvalue Decomposition of Hermitian Matrices and Properties
Lecture 10 - Matrix Inversion Lemma (Woodbury Identity)
Lecture 11 - Introduction to Convex Sets and Properties
Lecture 12 - Affine Set Examples and Application
Beaming Forming in Wireless Systems, Multi-user Wireless, Cognitive Radio Systems
Lecture 13 - Norm Ball and its Practical Applications
Lecture 14 - Ellipsoid and its Practical Applications
Lecture 15 - Norm Cone, Polyhedron and its Applications
Lecture 16 - Applications: Cooperative Cellular Transmission
Lecture 17 - Positive Semidefinite Cone and Positive Semidefinite Matrices
Lecture 18 - Introduction to Affine Functions and Examples
Convex Optimization Problems, Linear Program
Lecture 19 - Norm Balls and Matrix Properties: Trace, Determinant
Lecture 20 - Inverse of a Positive Definite Matrix
Lecture 21 - Example Problems: Property of Norms, Problems on Convex Sets
Lecture 22 - Problems on Convex Sets (cont.)
Lecture 23 - Introduction to Convex and Concave Functions
Lecture 24 - Properties of Convex Functions with Examples
Lecture 25 - Test for Convexity: Positive Semidefinite Hessian Matrix
Lecture 26 - Application: MIMO Receiver Design as a Least Squares Problem
QCQP, SOCP Problems, Applications
Lecture 27 - Jensen's Inequality and Practical Application
Lecture 28 - Jensen's Inequality Application
Lecture 29 - Properties of Convex Functions
Lecture 30 - Conjugate Function and Examples to Prove Convexity of Various Functions
Lecture 31 - Example Problems: Operations Preserving Convexity and Quasi Convexity
Lecture 32 - Example Problems: Verify Convexity, Quasi Convexity and Quasi Concavity of Functions
Lecture 33 - Example Problems: Perspective Function, Product of Convex Functions
Duality Principle and KKT Framework for Optimization, Application
Lecture 34 - Practical Application: Beamforming in Multi-antenna Wireless Communication
Lecture 35 - Practical Application: Maximal Ratio Combiner for Wireless Systems
Lecture 36 - Practical Application: Multi-antenna Beamforming with Interfering User
Lecture 37 - Practical Application: Zero-Forcing Beamforming with Interfering User
Lecture 38 - Practical Application: Robust Beamforming with Channel Uncertainty for Wireless Systems
Lecture 39 - Practical Application: Robust Beamformer Design for Wireless Systems
Lecture 40 - Practical Application: Detailed Solution for Robust Beamformer Computation
Optimization for Signal Estimation, LS, WLS, Regularization, Application
Lecture 41 - Linear Modeling and Approximation Problems: Least Squares
Lecture 42 - Geometric Intuition for Least Squares
Lecture 43 - Practical Application: Multi-antenna Channel Estimation
Lecture 44 - Practical Application: Image Deblurring
Lecture 45 - Least Norm Signal Estimation
Lecture 46 - Regularization: Least Squares + Least Norm
Lecture 47 - Convex Optimization Problem Representation: Canonical Form, Epigraph Form
Application: Convex Optimization for Machine Learning, Principal Component Analysis, Support Vector Machines
Lecture 48 - Linear Program Practical Application: Base Station Cooperation
Lecture 49 - Stochastic Linear Program, Gaussian Uncertainty
Lecture 50 - Practical Application: Multiple Input Multiple Output Beamforming
Lecture 51 - Practical Application: Multiple Input Multiple Output Beamformer Design
Lecture 52 - Practical Application: Cooperative Communication, Overview and Various Protocols Used
Lecture 53 - Practical Application: Probability of Error Computation for Cooperative Communication
Lecture 54 - Practical Application: Optimal Power Allocation Factor Determination for Cooperative Communication
Application: Compressive Sensing
Lecture 55 - Practical Application: Compressive Sensing
Lecture 56 - Practical Application: Compressive Sensing (cont.)
Lecture 57 - Practical Application: Orthogonal Matching Pursuit Algorithm for Compressive Sensing
Lecture 58 - Example Problem: Orthogonal Matching Pursuit Algorithm
Lecture 59 - Practical Application: L1 Norm Minimization and Regularization Approach for Compressive Sensing Optimization Problem
Lecture 60 - Practical Application of Machine Learning and Artificial Intelligence: Linear Classification
Lecture 61 - Practical Application: Linear Classifier (Support Vector Machine) Design
Practical Application: Approximate Classifier
Lecture 62 - Practical Application: Approximate Classifier Design
Lecture 63 - Concept of Duality
Lecture 64 - Relation between Optimal Value of Primal and Dual Problems, Concepts of Duality Gap and Strong Duality
Lecture 65 - Example Problem on Strong Duality
Lecture 66 - Karush-Kuhn-Tucker (KKT) Conditions
Lecture 67 - Application of KKT Condition: Optimal MIMO Power Allocation (Waterfilling)
Application: Optimal MIMO Power Allocation
Lecture 68 - Application: Optimal MIMO Power Allocation (Waterfilling) (cont.)
Lecture 69 - Example Problem on Optimal MIMO Power Allocation (Waterfilling)
Lecture 70 - Linear Objective with Box Constraints, Linear Programming
Lecture 71 - Example Problems on Convex Optimization
Lecture 72 - Examples on Quadratic Optimization
Lecture 73 - Examples on Duality: Dual Norm, Dual of Linear Program
Application: Convex Optimization for Big Data Analytics
Lecture 74 - Examples on Duality: Min-Max Problem, Analytic Centering
Lecture 75 - Semidefinite Program and its Application: MIMO Symbol Vector Decoding
Lecture 76 - Application: SDP for MIMO Maximum Likelihood Detection
Lecture 77 - Introduction to Big Data: Online Recommender System (Netflix)
Lecture 78 - Matrix Completion Problem in Big Data: Netflix
Lecture 79 - Matrix Completion Problem in Big Data: Netflix (cont.)

References
Applied Optimization for Wireless, Machine Learning, Big Data
Instructor: Prof. Aditya K. Jagannatham, Department of Electrical Engineering, IIT Kanpur. This course is focused on developing the fundamental tools/ techniques in modern optimization as well as illustrating their applications in diverse fields.